Awesome
LBFGS
LibLBFGS (C Lib) wrapper.
This is an FFI interface to LibLBFGS.
Installation
Simply build and install LibLBFGS (with no SSE2 support, for now I don't support aligned memory blocks).
This package can be installed with Luarocks.
Usage
The code in test.lua demonstrates how to use the solver. Its interface is 100% compatible to the solvers in optim.