Re: [Quantlib-dev] optimizers

[alglib <sha...@ya...>]

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
> 
> 

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