A direct Java port of liblbfgs

lbfgs4j is a Java version of liblbfgs, a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS).

License	MIT License
GroupId	com.github.vinhkhuc
ArtifactId	lbfgs4j
Last Version	0.2.1
Release Date	Jul 28, 2016
Type	jar
Description	A direct Java port of liblbfgs lbfgs4j is a Java version of liblbfgs, a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS).
Project URL	http://maven.apache.org
Source Code Management	https://github.com/vinhkhuc/lbfgs4j

Download lbfgs4j

Filename	Size
lbfgs4j-0.2.1.pom
lbfgs4j-0.2.1.jar	27 KB
lbfgs4j-0.2.1-sources.jar	18 KB
lbfgs4j-0.2.1-javadoc.jar	95 KB

How to add to project

Apache Maven

<!-- https://jarcasting.com/artifacts/com.github.vinhkhuc/lbfgs4j/ -->
<dependency>
    <groupId>com.github.vinhkhuc</groupId>
    <artifactId>lbfgs4j</artifactId>
    <version>0.2.1</version>
</dependency>

Gradle Groovy

// https://jarcasting.com/artifacts/com.github.vinhkhuc/lbfgs4j/
implementation 'com.github.vinhkhuc:lbfgs4j:0.2.1'

Gradle Kotlin

// https://jarcasting.com/artifacts/com.github.vinhkhuc/lbfgs4j/
implementation ("com.github.vinhkhuc:lbfgs4j:0.2.1")

Apache Buildr

'com.github.vinhkhuc:lbfgs4j:jar:0.2.1'

Apache Ivy

<dependency org="com.github.vinhkhuc" name="lbfgs4j" rev="0.2.1">
  <artifact name="lbfgs4j" type="jar" />
</dependency>

Groovy Grape

@Grapes(
@Grab(group='com.github.vinhkhuc', module='lbfgs4j', version='0.2.1')
)

Scala SBT

libraryDependencies += "com.github.vinhkhuc" % "lbfgs4j" % "0.2.1"

Leiningen

[com.github.vinhkhuc/lbfgs4j "0.2.1"]

Dependencies

test (1)

Group / Artifact	Type	Version
junit : junit	jar	4.11

Project Modules

There are no modules declared in this project.

This is a direct Java port of liblbfgs, a library of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS).

The L-BFGS optimization method is used to solve unconstrained minimization problem:

                    minimize f(x), where x = (x1, x2, ... xn)
                    f(x) and its gradient are computable.

This library also includes the implementation of the Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method which is used to minimize the function f(x) + C|x|, where C is a positive number.

Maven dependency

<dependency>
  <groupId>com.github.vinhkhuc</groupId>
  <artifactId>lbfgs4j</artifactId>
  <version>0.2.1</version>
</dependency>

Usage example

Find the minimum value of the function f(x) = (x-5)^2 + 1.

import com.github.lbfgs4j.liblbfgs.Function;
import com.github.lbfgs4j.LbfgsMinimizer;
...

Function f = new Function() {
  public int getDimension() {
    return 1;
  }
  public double valueAt(double[] x) {
    return Math.pow(x[0]-5, 2) + 1;
  }
  public double[] gradientAt(double[] x) {
    return new double[] { 2*(x[0]-5) };
  }
};

LbfgsMinimizer minimizer = new LbfgsMinimizer();
double[] x = minimizer.minimize(f); // x should be [5]
double min = f.valueAt(x);          // min should be 1

The OWL-QN method will be used when initializing the minimizer with, for example, new LbfgsMinimizer(1.0), here 1.0 is the coefficient for |x|.

Other parameters such as memory size, maximum number of iterations, etc. can be set using the class LBFGS_Param.

License

lbfgs4j is released under the MIT License (see the LICENSE file for details).

References

This library is used in several projects:

1. Moment-Based Quantile Sketches for Efficient High Cardinality Aggregation Queries. Edward Gan, Jialin Ding, Kai Sheng Tai, Vatsal Sharan, Peter Bailis. VLDB 2018. (paper)
2. Humio, Log Management at Scale. (acknowledgement)

Versions

Version
0.2.1 Jul 28, 2016
0.2 Jun 13, 2015
0.1 Jun 12, 2015