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Specifically I am looking for an optimizer function like scipy.optimize.fmin_l_bfgs_b .. Can someone help me please ? Or provide pointers ?

Thanks!

user1341973
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2 Answers2

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The dlib C++ library has a number of optimizers in it including L-BFGS. It's free and the optimization tools are header-only so there is nothing to install or configure. There is also a relevant example program that shows you how to use the L-BFGS optimizer.

Davis King
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If still someone looking for, use LBFGS++ they also introduce the recently Box-constrained version. I have been using this for a while. You can find some good examples on their official website.

GPrathap
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