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Roland

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University of Cambridge

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30 Jul 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

I finally managed to run it on Win7 64 with mingw fortran and msvc c compilers.

Stephan, is it necessary to give the gradient in any case? I know that the Python and R versions can use numerical approximations to the gradient. Do you know of a function that does that for me?

29 Jul 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

Thanks Steven, I'm still trying to get this to work. At the moment I got it compiled but it crashes when I run it with no expressive error messages. Still debugging... but on a different not, in line 266:

if (nrhs < N_g-1 ) {

shouldn't it read "nrhs < N_g+1", so a "+" instead of "-"?

Cheers

24 Jul 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

Dear Stephen,

Thanks for all your efforts. I would love to use your script but it doesn't compile. I have Matlab R2012b on Win 7 64bit. I use the compile_for_windows script and get the following error:

>>>>>>>>>>>>>>>>>>>>

>> compile_mex_forWindows
Sorry
Compiling abort_.c
Compiling arithchk.c
Compiling backspac.c
Compiling c_abs.c
Compiling c_cos.c
c_cos.c
c_cos.c(14) : error C2143: syntax error : missing ')' before '*'
c_cos.c(14) : error C2143: syntax error : missing '{' before '*'
c_cos.c(14) : error C2143: syntax error : missing ';' before '*'
c_cos.c(14) : error C2059: syntax error : ')'
c_cos.c(16) : error C2054: expected '(' to follow 'z'

C:\PROGRA~1\MATLAB\R2012B\BIN\MEX.PL: Error: Compile of 'c_cos.c' failed.

Error using mex (line 206)
Unable to complete successfully.

Error in compile_mex_forWindows (line 116)
mex('-largeArrayDims','-I./','-c','-DMSDOS','-DNOUNDERSCORE','-DNO_ISATTY',src_file);

<<<<<<<<<<<<<<<<<<<<<<<<<

Any suggestions how to fix that would be very much appreciated.

Thanks,

Roland

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