L-BFGS solver for unconstrained nonlinear optimization problems

 Solves nonlinear optimization problems using the limited-memory BFGS method.
 The user specifies a callback C function that returns the value and gradients
 of the cost function at a particular operating point. This library estimates
 the Hessians from user input, and applies Newton's method iteratively to find a
 local minimum of the cost function. This is a small library, written in C with
 minimal dependencies.