There are two Fortran 90 modules that are part of the max-ent library.
These are in the source files maxent.f90 and
priorweightfunction.f90, and implementations for
steepest descent and Newton's method are available.
To provide access to the L-BFGS
algorithm, a driver subroutine is included in maxent.f90, with a call
to the public-domain limited-memory BFGS subroutine (Fortran 77 implementation)
. If a different convex optimization algorithm is desired,
the appropriate driver routine can be added in maxent.f90 to
provide an interface to the subroutine/function in which the
algorithm of interest is implemented.
We now discuss some of the main features and
computational details that are contained in the two Fortran 90 modules.
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