opener-opinion-detector-basic 2.0.0 → 2.0.1

data/core/vendor/src/liblbfgs/include/lbfgs.h

@@ -1,745 +0,0 @@
-/*
- *      C library of Limited memory BFGS (L-BFGS).
- *
- * Copyright (c) 1990, Jorge Nocedal
- * Copyright (c) 2007-2010 Naoaki Okazaki
- * All rights reserved.
- *
- * Permission is hereby granted, free of charge, to any person obtaining a copy
- * of this software and associated documentation files (the "Software"), to deal
- * in the Software without restriction, including without limitation the rights
- * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
- * copies of the Software, and to permit persons to whom the Software is
- * furnished to do so, subject to the following conditions:
- *
- * The above copyright notice and this permission notice shall be included in
- * all copies or substantial portions of the Software.
- *
- * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
- * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
- * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
- * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
- * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
- * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
- * THE SOFTWARE.
- */
-
-/* $Id$ */
-
-#ifndef __LBFGS_H__
-#define __LBFGS_H__
-
-#ifdef  __cplusplus
-extern "C" {
-#endif/*__cplusplus*/
-
-/*
- * The default precision of floating point values is 64bit (double).
- */
-#ifndef LBFGS_FLOAT
-#define LBFGS_FLOAT     64
-#endif/*LBFGS_FLOAT*/
-
-/*
- * Activate optimization routines for IEEE754 floating point values.
- */
-#ifndef LBFGS_IEEE_FLOAT
-#define LBFGS_IEEE_FLOAT    1
-#endif/*LBFGS_IEEE_FLOAT*/
-
-#if     LBFGS_FLOAT == 32
-typedef float lbfgsfloatval_t;
-
-#elif   LBFGS_FLOAT == 64
-typedef double lbfgsfloatval_t;
-
-#else
-#error "libLBFGS supports single (float; LBFGS_FLOAT = 32) or double (double; LBFGS_FLOAT=64) precision only."
-
-#endif
-
-
-/** 
- * \addtogroup liblbfgs_api libLBFGS API
- * @{
- *
- *  The libLBFGS API.
- */
-
-/**
- * Return values of lbfgs().
- * 
- *  Roughly speaking, a negative value indicates an error.
- */
-enum {
-    /** L-BFGS reaches convergence. */
-    LBFGS_SUCCESS = 0,
-    LBFGS_CONVERGENCE = 0,
-    LBFGS_STOP,
-    /** The initial variables already minimize the objective function. */
-    LBFGS_ALREADY_MINIMIZED,
-
-    /** Unknown error. */
-    LBFGSERR_UNKNOWNERROR = -1024,
-    /** Logic error. */
-    LBFGSERR_LOGICERROR,
-    /** Insufficient memory. */
-    LBFGSERR_OUTOFMEMORY,
-    /** The minimization process has been canceled. */
-    LBFGSERR_CANCELED,
-    /** Invalid number of variables specified. */
-    LBFGSERR_INVALID_N,
-    /** Invalid number of variables (for SSE) specified. */
-    LBFGSERR_INVALID_N_SSE,
-    /** The array x must be aligned to 16 (for SSE). */
-    LBFGSERR_INVALID_X_SSE,
-    /** Invalid parameter lbfgs_parameter_t::epsilon specified. */
-    LBFGSERR_INVALID_EPSILON,
-    /** Invalid parameter lbfgs_parameter_t::past specified. */
-    LBFGSERR_INVALID_TESTPERIOD,
-    /** Invalid parameter lbfgs_parameter_t::delta specified. */
-    LBFGSERR_INVALID_DELTA,
-    /** Invalid parameter lbfgs_parameter_t::linesearch specified. */
-    LBFGSERR_INVALID_LINESEARCH,
-    /** Invalid parameter lbfgs_parameter_t::max_step specified. */
-    LBFGSERR_INVALID_MINSTEP,
-    /** Invalid parameter lbfgs_parameter_t::max_step specified. */
-    LBFGSERR_INVALID_MAXSTEP,
-    /** Invalid parameter lbfgs_parameter_t::ftol specified. */
-    LBFGSERR_INVALID_FTOL,
-    /** Invalid parameter lbfgs_parameter_t::wolfe specified. */
-    LBFGSERR_INVALID_WOLFE,
-    /** Invalid parameter lbfgs_parameter_t::gtol specified. */
-    LBFGSERR_INVALID_GTOL,
-    /** Invalid parameter lbfgs_parameter_t::xtol specified. */
-    LBFGSERR_INVALID_XTOL,
-    /** Invalid parameter lbfgs_parameter_t::max_linesearch specified. */
-    LBFGSERR_INVALID_MAXLINESEARCH,
-    /** Invalid parameter lbfgs_parameter_t::orthantwise_c specified. */
-    LBFGSERR_INVALID_ORTHANTWISE,
-    /** Invalid parameter lbfgs_parameter_t::orthantwise_start specified. */
-    LBFGSERR_INVALID_ORTHANTWISE_START,
-    /** Invalid parameter lbfgs_parameter_t::orthantwise_end specified. */
-    LBFGSERR_INVALID_ORTHANTWISE_END,
-    /** The line-search step went out of the interval of uncertainty. */
-    LBFGSERR_OUTOFINTERVAL,
-    /** A logic error occurred; alternatively, the interval of uncertainty
-        became too small. */
-    LBFGSERR_INCORRECT_TMINMAX,
-    /** A rounding error occurred; alternatively, no line-search step
-        satisfies the sufficient decrease and curvature conditions. */
-    LBFGSERR_ROUNDING_ERROR,
-    /** The line-search step became smaller than lbfgs_parameter_t::min_step. */
-    LBFGSERR_MINIMUMSTEP,
-    /** The line-search step became larger than lbfgs_parameter_t::max_step. */
-    LBFGSERR_MAXIMUMSTEP,
-    /** The line-search routine reaches the maximum number of evaluations. */
-    LBFGSERR_MAXIMUMLINESEARCH,
-    /** The algorithm routine reaches the maximum number of iterations. */
-    LBFGSERR_MAXIMUMITERATION,
-    /** Relative width of the interval of uncertainty is at most
-        lbfgs_parameter_t::xtol. */
-    LBFGSERR_WIDTHTOOSMALL,
-    /** A logic error (negative line-search step) occurred. */
-    LBFGSERR_INVALIDPARAMETERS,
-    /** The current search direction increases the objective function value. */
-    LBFGSERR_INCREASEGRADIENT,
-};
-
-/**
- * Line search algorithms.
- */
-enum {
-    /** The default algorithm (MoreThuente method). */
-    LBFGS_LINESEARCH_DEFAULT = 0,
-    /** MoreThuente method proposd by More and Thuente. */
-    LBFGS_LINESEARCH_MORETHUENTE = 0,
-    /**
-     * Backtracking method with the Armijo condition.
-     *  The backtracking method finds the step length such that it satisfies
-     *  the sufficient decrease (Armijo) condition,
-     *    - f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d,
-     *
-     *  where x is the current point, d is the current search direction, and
-     *  a is the step length.
-     */
-    LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1,
-    /** The backtracking method with the defualt (regular Wolfe) condition. */
-    LBFGS_LINESEARCH_BACKTRACKING = 2,
-    /**
-     * Backtracking method with regular Wolfe condition.
-     *  The backtracking method finds the step length such that it satisfies
-     *  both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
-     *  and the curvature condition,
-     *    - g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d,
-     *
-     *  where x is the current point, d is the current search direction, and
-     *  a is the step length.
-     */
-    LBFGS_LINESEARCH_BACKTRACKING_WOLFE = 2,
-    /**
-     * Backtracking method with strong Wolfe condition.
-     *  The backtracking method finds the step length such that it satisfies
-     *  both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
-     *  and the following condition,
-     *    - |g(x + a * d)^T d| <= lbfgs_parameter_t::wolfe * |g(x)^T d|,
-     *
-     *  where x is the current point, d is the current search direction, and
-     *  a is the step length.
-     */
-    LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3,
-};
-
-/**
- * L-BFGS optimization parameters.
- *  Call lbfgs_parameter_init() function to initialize parameters to the
- *  default values.
- */
-typedef struct {
-    /**
-     * The number of corrections to approximate the inverse hessian matrix.
-     *  The L-BFGS routine stores the computation results of previous \ref m
-     *  iterations to approximate the inverse hessian matrix of the current
-     *  iteration. This parameter controls the size of the limited memories
-     *  (corrections). The default value is \c 6. Values less than \c 3 are
-     *  not recommended. Large values will result in excessive computing time.
-     */
-    int             m;
-
-    /**
-     * Epsilon for convergence test.
-     *  This parameter determines the accuracy with which the solution is to
-     *  be found. A minimization terminates when
-     *      ||g|| < \ref epsilon * max(1, ||x||),
-     *  where ||.|| denotes the Euclidean (L2) norm. The default value is
-     *  \c 1e-5.
-     */
-    lbfgsfloatval_t epsilon;
-
-    /**
-     * Distance for delta-based convergence test.
-     *  This parameter determines the distance, in iterations, to compute
-     *  the rate of decrease of the objective function. If the value of this
-     *  parameter is zero, the library does not perform the delta-based
-     *  convergence test. The default value is \c 0.
-     */
-    int             past;
-
-    /**
-     * Delta for convergence test.
-     *  This parameter determines the minimum rate of decrease of the
-     *  objective function. The library stops iterations when the
-     *  following condition is met:
-     *      (f' - f) / f < \ref delta,
-     *  where f' is the objective value of \ref past iterations ago, and f is
-     *  the objective value of the current iteration.
-     *  The default value is \c 0.
-     */
-    lbfgsfloatval_t delta;
-
-    /**
-     * The maximum number of iterations.
-     *  The lbfgs() function terminates an optimization process with
-     *  ::LBFGSERR_MAXIMUMITERATION status code when the iteration count
-     *  exceedes this parameter. Setting this parameter to zero continues an
-     *  optimization process until a convergence or error. The default value
-     *  is \c 0.
-     */
-    int             max_iterations;
-
-    /**
-     * The line search algorithm.
-     *  This parameter specifies a line search algorithm to be used by the
-     *  L-BFGS routine.
-     */
-    int             linesearch;
-
-    /**
-     * The maximum number of trials for the line search.
-     *  This parameter controls the number of function and gradients evaluations
-     *  per iteration for the line search routine. The default value is \c 20.
-     */
-    int             max_linesearch;
-
-    /**
-     * The minimum step of the line search routine.
-     *  The default value is \c 1e-20. This value need not be modified unless
-     *  the exponents are too large for the machine being used, or unless the
-     *  problem is extremely badly scaled (in which case the exponents should
-     *  be increased).
-     */
-    lbfgsfloatval_t min_step;
-
-    /**
-     * The maximum step of the line search.
-     *  The default value is \c 1e+20. This value need not be modified unless
-     *  the exponents are too large for the machine being used, or unless the
-     *  problem is extremely badly scaled (in which case the exponents should
-     *  be increased).
-     */
-    lbfgsfloatval_t max_step;
-
-    /**
-     * A parameter to control the accuracy of the line search routine.
-     *  The default value is \c 1e-4. This parameter should be greater
-     *  than zero and smaller than \c 0.5.
-     */
-    lbfgsfloatval_t ftol;
-
-    /**
-     * A coefficient for the Wolfe condition.
-     *  This parameter is valid only when the backtracking line-search
-     *  algorithm is used with the Wolfe condition,
-     *  ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE or
-     *  ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE .
-     *  The default value is \c 0.9. This parameter should be greater
-     *  the \ref ftol parameter and smaller than \c 1.0.
-     */
-    lbfgsfloatval_t wolfe;
-
-    /**
-     * A parameter to control the accuracy of the line search routine.
-     *  The default value is \c 0.9. If the function and gradient
-     *  evaluations are inexpensive with respect to the cost of the
-     *  iteration (which is sometimes the case when solving very large
-     *  problems) it may be advantageous to set this parameter to a small
-     *  value. A typical small value is \c 0.1. This parameter shuold be
-     *  greater than the \ref ftol parameter (\c 1e-4) and smaller than
-     *  \c 1.0.
-     */
-    lbfgsfloatval_t gtol;
-
-    /**
-     * The machine precision for floating-point values.
-     *  This parameter must be a positive value set by a client program to
-     *  estimate the machine precision. The line search routine will terminate
-     *  with the status code (::LBFGSERR_ROUNDING_ERROR) if the relative width
-     *  of the interval of uncertainty is less than this parameter.
-     */
-    lbfgsfloatval_t xtol;
-
-    /**
-     * Coeefficient for the L1 norm of variables.
-     *  This parameter should be set to zero for standard minimization
-     *  problems. Setting this parameter to a positive value activates
-     *  Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method, which
-     *  minimizes the objective function F(x) combined with the L1 norm |x|
-     *  of the variables, {F(x) + C |x|}. This parameter is the coeefficient
-     *  for the |x|, i.e., C. As the L1 norm |x| is not differentiable at
-     *  zero, the library modifies function and gradient evaluations from
-     *  a client program suitably; a client program thus have only to return
-     *  the function value F(x) and gradients G(x) as usual. The default value
-     *  is zero.
-     */
-    lbfgsfloatval_t orthantwise_c;
-
-    /**
-     * Start index for computing L1 norm of the variables.
-     *  This parameter is valid only for OWL-QN method
-     *  (i.e., \ref orthantwise_c != 0). This parameter b (0 <= b < N)
-     *  specifies the index number from which the library computes the
-     *  L1 norm of the variables x,
-     *      |x| := |x_{b}| + |x_{b+1}| + ... + |x_{N}| .
-     *  In other words, variables x_1, ..., x_{b-1} are not used for
-     *  computing the L1 norm. Setting b (0 < b < N), one can protect
-     *  variables, x_1, ..., x_{b-1} (e.g., a bias term of logistic
-     *  regression) from being regularized. The default value is zero.
-     */
-    int             orthantwise_start;
-
-    /**
-     * End index for computing L1 norm of the variables.
-     *  This parameter is valid only for OWL-QN method
-     *  (i.e., \ref orthantwise_c != 0). This parameter e (0 < e <= N)
-     *  specifies the index number at which the library stops computing the
-     *  L1 norm of the variables x,
-     */
-    int             orthantwise_end;
-} lbfgs_parameter_t;
-
-
-/**
- * Callback interface to provide objective function and gradient evaluations.
- *
- *  The lbfgs() function call this function to obtain the values of objective
- *  function and its gradients when needed. A client program must implement
- *  this function to evaluate the values of the objective function and its
- *  gradients, given current values of variables.
- *  
- *  @param  instance    The user data sent for lbfgs() function by the client.
- *  @param  x           The current values of variables.
- *  @param  g           The gradient vector. The callback function must compute
- *                      the gradient values for the current variables.
- *  @param  n           The number of variables.
- *  @param  step        The current step of the line search routine.
- *  @retval lbfgsfloatval_t The value of the objective function for the current
- *                          variables.
- */
-typedef lbfgsfloatval_t (*lbfgs_evaluate_t)(
-    void *instance,
-    const lbfgsfloatval_t *x,
-    lbfgsfloatval_t *g,
-    const int n,
-    const lbfgsfloatval_t step
-    );
-
-/**
- * Callback interface to receive the progress of the optimization process.
- *
- *  The lbfgs() function call this function for each iteration. Implementing
- *  this function, a client program can store or display the current progress
- *  of the optimization process.
- *
- *  @param  instance    The user data sent for lbfgs() function by the client.
- *  @param  x           The current values of variables.
- *  @param  g           The current gradient values of variables.
- *  @param  fx          The current value of the objective function.
- *  @param  xnorm       The Euclidean norm of the variables.
- *  @param  gnorm       The Euclidean norm of the gradients.
- *  @param  step        The line-search step used for this iteration.
- *  @param  n           The number of variables.
- *  @param  k           The iteration count.
- *  @param  ls          The number of evaluations called for this iteration.
- *  @retval int         Zero to continue the optimization process. Returning a
- *                      non-zero value will cancel the optimization process.
- */
-typedef int (*lbfgs_progress_t)(
-    void *instance,
-    const lbfgsfloatval_t *x,
-    const lbfgsfloatval_t *g,
-    const lbfgsfloatval_t fx,
-    const lbfgsfloatval_t xnorm,
-    const lbfgsfloatval_t gnorm,
-    const lbfgsfloatval_t step,
-    int n,
-    int k,
-    int ls
-    );
-
-/*
-A user must implement a function compatible with ::lbfgs_evaluate_t (evaluation
-callback) and pass the pointer to the callback function to lbfgs() arguments.
-Similarly, a user can implement a function compatible with ::lbfgs_progress_t
-(progress callback) to obtain the current progress (e.g., variables, function
-value, ||G||, etc) and to cancel the iteration process if necessary.
-Implementation of a progress callback is optional: a user can pass \c NULL if
-progress notification is not necessary.
-
-In addition, a user must preserve two requirements:
-    - The number of variables must be multiples of 16 (this is not 4).
-    - The memory block of variable array ::x must be aligned to 16.
-
-This algorithm terminates an optimization
-when:
-
-    ||G|| < \epsilon \cdot \max(1, ||x||) .
-
-In this formula, ||.|| denotes the Euclidean norm.
-*/
-
-/**
- * Start a L-BFGS optimization.
- *
- *  @param  n           The number of variables.
- *  @param  x           The array of variables. A client program can set
- *                      default values for the optimization and receive the
- *                      optimization result through this array. This array
- *                      must be allocated by ::lbfgs_malloc function
- *                      for libLBFGS built with SSE/SSE2 optimization routine
- *                      enabled. The library built without SSE/SSE2
- *                      optimization does not have such a requirement.
- *  @param  ptr_fx      The pointer to the variable that receives the final
- *                      value of the objective function for the variables.
- *                      This argument can be set to \c NULL if the final
- *                      value of the objective function is unnecessary.
- *  @param  proc_evaluate   The callback function to provide function and
- *                          gradient evaluations given a current values of
- *                          variables. A client program must implement a
- *                          callback function compatible with \ref
- *                          lbfgs_evaluate_t and pass the pointer to the
- *                          callback function.
- *  @param  proc_progress   The callback function to receive the progress
- *                          (the number of iterations, the current value of
- *                          the objective function) of the minimization
- *                          process. This argument can be set to \c NULL if
- *                          a progress report is unnecessary.
- *  @param  instance    A user data for the client program. The callback
- *                      functions will receive the value of this argument.
- *  @param  param       The pointer to a structure representing parameters for
- *                      L-BFGS optimization. A client program can set this
- *                      parameter to \c NULL to use the default parameters.
- *                      Call lbfgs_parameter_init() function to fill a
- *                      structure with the default values.
- *  @retval int         The status code. This function returns zero if the
- *                      minimization process terminates without an error. A
- *                      non-zero value indicates an error.
- */
-int lbfgs(
-    int n,
-    lbfgsfloatval_t *x,
-    lbfgsfloatval_t *ptr_fx,
-    lbfgs_evaluate_t proc_evaluate,
-    lbfgs_progress_t proc_progress,
-    void *instance,
-    lbfgs_parameter_t *param
-    );
-
-/**
- * Initialize L-BFGS parameters to the default values.
- *
- *  Call this function to fill a parameter structure with the default values
- *  and overwrite parameter values if necessary.
- *
- *  @param  param       The pointer to the parameter structure.
- */
-void lbfgs_parameter_init(lbfgs_parameter_t *param);
-
-/**
- * Allocate an array for variables.
- *
- *  This function allocates an array of variables for the convenience of
- *  ::lbfgs function; the function has a requreiemt for a variable array
- *  when libLBFGS is built with SSE/SSE2 optimization routines. A user does
- *  not have to use this function for libLBFGS built without SSE/SSE2
- *  optimization.
- *  
- *  @param  n           The number of variables.
- */
-lbfgsfloatval_t* lbfgs_malloc(int n);
-
-/**
- * Free an array of variables.
- *  
- *  @param  x           The array of variables allocated by ::lbfgs_malloc
- *                      function.
- */
-void lbfgs_free(lbfgsfloatval_t *x);
-
-/** @} */
-
-#ifdef  __cplusplus
-}
-#endif/*__cplusplus*/
-
-
-
-/**
-@mainpage libLBFGS: a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS)
-
-@section intro Introduction
-
-This library is a C port of the implementation of Limited-memory
-Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal.
-The original FORTRAN source code is available at:
-http://www.ece.northwestern.edu/~nocedal/lbfgs.html
-
-The L-BFGS method solves the unconstrainted minimization problem,
-
-<pre>
-    minimize F(x), x = (x1, x2, ..., xN),
-</pre>
-
-only if the objective function F(x) and its gradient G(x) are computable. The
-well-known Newton's method requires computation of the inverse of the hessian
-matrix of the objective function. However, the computational cost for the
-inverse hessian matrix is expensive especially when the objective function
-takes a large number of variables. The L-BFGS method iteratively finds a
-minimizer by approximating the inverse hessian matrix by information from last
-m iterations. This innovation saves the memory storage and computational time
-drastically for large-scaled problems.
-
-Among the various ports of L-BFGS, this library provides several features:
-- <b>Optimization with L1-norm (Orthant-Wise Limited-memory Quasi-Newton
-  (OWL-QN) method)</b>:
-  In addition to standard minimization problems, the library can minimize
-  a function F(x) combined with L1-norm |x| of the variables,
-  {F(x) + C |x|}, where C is a constant scalar parameter. This feature is
-  useful for estimating parameters of sparse log-linear models (e.g.,
-  logistic regression and maximum entropy) with L1-regularization (or
-  Laplacian prior).
-- <b>Clean C code</b>:
-  Unlike C codes generated automatically by f2c (Fortran 77 into C converter),
-  this port includes changes based on my interpretations, improvements,
-  optimizations, and clean-ups so that the ported code would be well-suited
-  for a C code. In addition to comments inherited from the original code,
-  a number of comments were added through my interpretations.
-- <b>Callback interface</b>:
-  The library receives function and gradient values via a callback interface.
-  The library also notifies the progress of the optimization by invoking a
-  callback function. In the original implementation, a user had to set
-  function and gradient values every time the function returns for obtaining
-  updated values.
-- <b>Thread safe</b>:
-  The library is thread-safe, which is the secondary gain from the callback
-  interface.
-- <b>Cross platform.</b> The source code can be compiled on Microsoft Visual
-  Studio 2010, GNU C Compiler (gcc), etc.
-- <b>Configurable precision</b>: A user can choose single-precision (float)
-  or double-precision (double) accuracy by changing ::LBFGS_FLOAT macro.
-- <b>SSE/SSE2 optimization</b>:
-  This library includes SSE/SSE2 optimization (written in compiler intrinsics)
-  for vector arithmetic operations on Intel/AMD processors. The library uses
-  SSE for float values and SSE2 for double values. The SSE/SSE2 optimization
-  routine is disabled by default.
-
-This library is used by:
-- <a href="http://www.chokkan.org/software/crfsuite/">CRFsuite: A fast implementation of Conditional Random Fields (CRFs)</a>
-- <a href="http://www.chokkan.org/software/classias/">Classias: A collection of machine-learning algorithms for classification</a>
-- <a href="http://www.public.iastate.edu/~gdancik/mlegp/">mlegp: an R package for maximum likelihood estimates for Gaussian processes</a>
-- <a href="http://infmath.uibk.ac.at/~matthiasf/imaging2/">imaging2: the imaging2 class library</a>
-- <a href="http://search.cpan.org/~laye/Algorithm-LBFGS-0.16/">Algorithm::LBFGS - Perl extension for L-BFGS</a>
-- <a href="http://www.cs.kuleuven.be/~bernd/yap-lbfgs/">YAP-LBFGS (an interface to call libLBFGS from YAP Prolog)</a>
-
-@section download Download
-
-- <a href="https://github.com/downloads/chokkan/liblbfgs/liblbfgs-1.10.tar.gz">Source code</a>
-- <a href="https://github.com/chokkan/liblbfgs">GitHub repository</a>
-
-libLBFGS is distributed under the term of the
-<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
-
-@section changelog History
-- Version 1.10 (2010-12-22):
-    - Fixed compiling errors on Mac OS X; this patch was kindly submitted by
-      Nic Schraudolph.
-    - Reduced compiling warnings on Mac OS X; this patch was kindly submitted
-      by Tamas Nepusz.
-    - Replaced memalign() with posix_memalign().
-    - Updated solution and project files for Microsoft Visual Studio 2010.
-- Version 1.9 (2010-01-29):
-    - Fixed a mistake in checking the validity of the parameters "ftol" and
-      "wolfe"; this was discovered by Kevin S. Van Horn.
-- Version 1.8 (2009-07-13):
-    - Accepted the patch submitted by Takashi Imamichi;
-      the backtracking method now has three criteria for choosing the step
-      length:
-        - ::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: sufficient decrease (Armijo)
-          condition only
-        - ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE: regular Wolfe condition
-          (sufficient decrease condition + curvature condition)
-        - ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: strong Wolfe condition
-    - Updated the documentation to explain the above three criteria.
-- Version 1.7 (2009-02-28):
-    - Improved OWL-QN routines for stability.
-    - Removed the support of OWL-QN method in MoreThuente algorithm because
-      it accidentally fails in early stages of iterations for some objectives.
-      Because of this change, <b>the OW-LQN method must be used with the
-      backtracking algorithm (::LBFGS_LINESEARCH_BACKTRACKING)</b>, or the
-      library returns ::LBFGSERR_INVALID_LINESEARCH.
-    - Renamed line search algorithms as follows:
-        - ::LBFGS_LINESEARCH_BACKTRACKING: regular Wolfe condition.
-        - ::LBFGS_LINESEARCH_BACKTRACKING_LOOSE: regular Wolfe condition.
-        - ::LBFGS_LINESEARCH_BACKTRACKING_STRONG: strong Wolfe condition.
-    - Source code clean-up.
-- Version 1.6 (2008-11-02):
-    - Improved line-search algorithm with strong Wolfe condition, which was
-      contributed by Takashi Imamichi. This routine is now default for
-      ::LBFGS_LINESEARCH_BACKTRACKING. The previous line search algorithm
-      with regular Wolfe condition is still available as
-      ::LBFGS_LINESEARCH_BACKTRACKING_LOOSE.
-    - Configurable stop index for L1-norm computation. A member variable
-      ::lbfgs_parameter_t::orthantwise_end was added to specify the index
-      number at which the library stops computing the L1 norm of the
-      variables. This is useful to prevent some variables from being
-      regularized by the OW-LQN method.
-    - A sample program written in C++ (sample/sample.cpp).
-- Version 1.5 (2008-07-10):
-    - Configurable starting index for L1-norm computation. A member variable
-      ::lbfgs_parameter_t::orthantwise_start was added to specify the index
-      number from which the library computes the L1 norm of the variables.
-      This is useful to prevent some variables from being regularized by the
-      OWL-QN method.
-    - Fixed a zero-division error when the initial variables have already
-      been a minimizer (reported by Takashi Imamichi). In this case, the
-      library returns ::LBFGS_ALREADY_MINIMIZED status code.
-    - Defined ::LBFGS_SUCCESS status code as zero; removed unused constants,
-      LBFGSFALSE and LBFGSTRUE.
-    - Fixed a compile error in an implicit down-cast.
-- Version 1.4 (2008-04-25):
-    - Configurable line search algorithms. A member variable
-      ::lbfgs_parameter_t::linesearch was added to choose either MoreThuente
-      method (::LBFGS_LINESEARCH_MORETHUENTE) or backtracking algorithm
-      (::LBFGS_LINESEARCH_BACKTRACKING).
-    - Fixed a bug: the previous version did not compute psuedo-gradients
-      properly in the line search routines for OWL-QN. This bug might quit
-      an iteration process too early when the OWL-QN routine was activated
-      (0 < ::lbfgs_parameter_t::orthantwise_c).
-    - Configure script for POSIX environments.
-    - SSE/SSE2 optimizations with GCC.
-    - New functions ::lbfgs_malloc and ::lbfgs_free to use SSE/SSE2 routines
-      transparently. It is uncessary to use these functions for libLBFGS built
-      without SSE/SSE2 routines; you can still use any memory allocators if
-      SSE/SSE2 routines are disabled in libLBFGS.
-- Version 1.3 (2007-12-16):
-    - An API change. An argument was added to lbfgs() function to receive the
-      final value of the objective function. This argument can be set to
-      \c NULL if the final value is unnecessary.
-    - Fixed a null-pointer bug in the sample code (reported by Takashi Imamichi).
-    - Added build scripts for Microsoft Visual Studio 2005 and GCC.
-    - Added README file.
-- Version 1.2 (2007-12-13):
-    - Fixed a serious bug in orthant-wise L-BFGS.
-      An important variable was used without initialization.
-- Version 1.1 (2007-12-01):
-    - Implemented orthant-wise L-BFGS.
-    - Implemented lbfgs_parameter_init() function.
-    - Fixed several bugs.
-    - API documentation.
-- Version 1.0 (2007-09-20):
-    - Initial release.
-
-@section api Documentation
-
-- @ref liblbfgs_api "libLBFGS API"
-
-@section sample Sample code
-
-@include sample.c
-
-@section ack Acknowledgements
-
-The L-BFGS algorithm is described in:
-    - Jorge Nocedal.
-      Updating Quasi-Newton Matrices with Limited Storage.
-      <i>Mathematics of Computation</i>, Vol. 35, No. 151, pp. 773--782, 1980.
-    - Dong C. Liu and Jorge Nocedal.
-      On the limited memory BFGS method for large scale optimization.
-      <i>Mathematical Programming</i> B, Vol. 45, No. 3, pp. 503-528, 1989.
-
-The line search algorithms used in this implementation are described in:
-    - John E. Dennis and Robert B. Schnabel.
-      <i>Numerical Methods for Unconstrained Optimization and Nonlinear
-      Equations</i>, Englewood Cliffs, 1983.
-    - Jorge J. More and David J. Thuente.
-      Line search algorithm with guaranteed sufficient decrease.
-      <i>ACM Transactions on Mathematical Software (TOMS)</i>, Vol. 20, No. 3,
-      pp. 286-307, 1994.
-
-This library also implements Orthant-Wise Limited-memory Quasi-Newton (OWL-QN)
-method presented in:
-    - Galen Andrew and Jianfeng Gao.
-      Scalable training of L1-regularized log-linear models.
-      In <i>Proceedings of the 24th International Conference on Machine
-      Learning (ICML 2007)</i>, pp. 33-40, 2007.
-
-Special thanks go to:
-    - Yoshimasa Tsuruoka and Daisuke Okanohara for technical information about
-      OWL-QN
-    - Takashi Imamichi for the useful enhancements of the backtracking method
-    - Kevin S. Van Horn, Nic Schraudolph, and Tamas Nepusz for bug fixes
-
-Finally I would like to thank the original author, Jorge Nocedal, who has been
-distributing the effieicnt and explanatory implementation in an open source
-licence.
-
-@section reference Reference
-
-- <a href="http://www.ece.northwestern.edu/~nocedal/lbfgs.html">L-BFGS</a> by Jorge Nocedal.
-- <a href="http://research.microsoft.com/en-us/downloads/b1eb1016-1738-4bd5-83a9-370c9d498a03/default.aspx">Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives</a> by Galen Andrew.
-- <a href="http://chasen.org/~taku/software/misc/lbfgs/">C port (via f2c)</a> by Taku Kudo.
-- <a href="http://www.alglib.net/optimization/lbfgs.php">C#/C++/Delphi/VisualBasic6 port</a> in ALGLIB.
-- <a href="http://cctbx.sourceforge.net/">Computational Crystallography Toolbox</a> includes
-  <a href="http://cctbx.sourceforge.net/current_cvs/c_plus_plus/namespacescitbx_1_1lbfgs.html">scitbx::lbfgs</a>.
-*/
-
-#endif/*__LBFGS_H__*/