optimization of large scale problems for the Yorick language
OptimPack is a portable C library which implements algorithms for
optimization of large scale problems with bound constraints. Large
scale means some million variables (e.g. pixel values) or more.
The most important algorithm is VMLM-B: a variable metric method with
limited memory requirements and, possibly, bound constraints on the
parameters. The algorithm is based on limited memory BFGS updates
with Moré & Thuente inexact line search and gradient projection to
account for bounds.
This package contains a Yorick plug-in based on OptimPack.
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