Re: optimizers

Posted by alglib on
URL: http://quantlib.414.s1.nabble.com/optimizers-tp9481p9488.html

Hello!

BFGS stands for "Broyden-Fletcher-Goldfarb-Shanno". It is algorithm name, not license name.

Original FORTRAN implementation of the L-BFGS algorithm was "freely available for educational or commercial purposes". As far as I can see it is compatible with BSD. I am not a lawyer but common sense tells me it is compatible.

I've put some restrictions on the use of the translated code (which were discussed above), but if you wish, you can use it under BSD (QuantLib uses BSD, isn't it?). You have a nice project and I would be glag to help you.

Ferdinando Ametrano wrote

Hi Sergey,

I'm not familiar with BFGS (and/or L-BFGS) and I can't find it in my
personal authoritative reference:
http://www.gnu.org/licenses/license-list.html

It would be very nice to have ALGLIB not only open source, but also
free software as in http://www.gnu.org/philosophy/free-sw.html

In any case I can't see QuantLib depending on any software which is
not free and/or not compatible with the GNU GPL

ciao -- Nando