scipy/scipy — pull request #165 by jpaalasm (2012-02-18 09:08:46+00:00)
Title: Upgrade L-BFGS-B to version 3.0

From ticket 1514 (http://projects.scipy.org/scipy/ticket/1514):

"The authors of the L-BFGS-B algorithm have released a new version this year, v.3.0. Compared to the existing v.2.1 code, the authors have fixed some bugs and introduced an enhancement to the optimization process that could reduce the CPU time by up to 8 times. The new version also uses slightly less memory.

http://users.eecs.northwestern.edu/~nocedal/lbfgsb.html"

I upgraded lbfgsb by just copying the Fortran files from the 3.0 version and updating the working array size in lbfgsb.py and lbfgsb.pyf.

The upgraded module seems to give the same results as master and 0.10.0 versions with my workloads. I am seeing a 10% performance improvement.