chokkan/liblbfgs — pull request #11 by kho (2014-02-19 05:21:42+00:00)
Title: Go wrapper for libLBFGS

Inter-operation is achieved with cgo. The wrapper offers an idiomatic
Go package for objective function minimization via L-BFGS.

Slight behavioral differences from the C library:

- The optimization routine is renamed to Minimize() (to not repeat the
package name).

- The optimization routine returns the final value of the objective
function. The C library allows ptr_fx to be NULL when the user does
not care about the value. In Go this is usually done by assigning _
to the return value, e.g.

_, err := lbfgs.Minimize(...)

My question is whether setting ptr_fx to NULL saves any call to
evaluate(). If that is true, then the design in Go has a
slightly higher cost when the user does not need the final
objective and we should revert to the C design.

- All errors returned from C lbfgs() is translated to Go errors
(except LBFGS_SUCCESS, in which case nil error is returned as is
idiomatic in Go).