lbfgspp
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Description:
Header-only C++ library for L-BFGS and L-BFGS-B algorithms
Type: Formula  |  Latest Version: 0.4.0@0  |  Tracked Since: Nov 2, 2025
Links: Homepage  |  formulae.brew.sh
Category: Developer tools
Tags: optimization c++ numerical header-only machine-learning
Install: brew install lbfgspp
About:
LBFGSpp is a lightweight, header-only C++ library implementing L-BFGS and L-BFGS-B optimization algorithms. It provides a high-performance, easy-to-integrate solution for solving large-scale unconstrained and bound-constrained numerical optimization problems without external dependencies.
Key Features:
  • Header-only design for easy integration
  • Supports both L-BFGS and L-BFGS-B algorithms
  • High performance with Eigen library compatibility
  • Minimal dependencies (only requires Eigen)
  • Modern C++11/14/17 interface
Use Cases:
  • Machine learning model training and parameter optimization
  • Scientific computing and numerical analysis
  • Statistical estimation problems
  • Large-scale unconstrained optimization tasks
Alternatives:
  • liblbfgs – C library requiring compilation; LBFGSpp is header-only C++ with modern interface
  • NLopt – General-purpose library with broader algorithm support but heavier dependency
Version History
Detected Version Rev Change Commit
Nov 2, 2025 6:32am 1 VERSION_BUMP bf928a51
Oct 22, 2024 9:38am 0 NEW 2fe41ef1