The following packages have been uploaded to the Cygwin distribution: * liblbfgs1-1.10-1 * liblbfgs-devel-1.10-1 This library is a C port of the implementation of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method. The L-BFGS method solves the unconstrainted minimization problems. http://www.chokkan.org/software/liblbfgs/