liblbfgs is in Debian and Fedora: https://packages.debian.org/source/stretch/liblbfgs https://apps.fedoraproject.org/packages/liblbfgs
My cygport file is attached. Please review. Package files: https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-1.10-1-src.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs1/liblbfgs1-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs1/liblbfgs1-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-debuginfo/liblbfgs-debuginfo-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-debuginfo/liblbfgs-debuginfo-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-devel/liblbfgs-devel-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86_64/release/liblbfgs/liblbfgs-devel/liblbfgs-devel-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-1.10-1-src.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs1/liblbfgs1-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs1/liblbfgs1-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-debuginfo/liblbfgs-debuginfo-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-debuginfo/liblbfgs-debuginfo-1.10-1.tar.xz https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-devel/liblbfgs-devel-1.10-1.hint https://trueroad.github.io/tr-cygwin-packages-dist/dist/x86/release/liblbfgs/liblbfgs-devel/liblbfgs-devel-1.10-1.tar.xz License: MIT
NAME="liblbfgs" VERSION=1.10 RELEASE=1 HOMEPAGE="http://www.chokkan.org/software/${PN}/" SRC_URI=" https://github.com/downloads/chokkan/${PN}/${PN}-${PV}.tar.gz ${PN}.pc " PATCH_URI="libtool-package-versioning.patch" CATEGORY="Libs" SUMMARY="L-BFGS nonlinear optimizer" DESCRIPTION="This library is a C port of the implementation of Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method. The L-BFGS method solves the unconstrainted minimization problems." abi=1 PKG_NAMES="${PN} ${PN}${abi} ${PN}-devel" PKG_CONTENTS[0]="" liblbfgs_REQUIRES=${PN}${abi} PKG_CONTENTS[1]="usr/bin/ usr/share/doc/" PKG_CONTENTS[2]="usr/include/ usr/lib/" src_install() { cd ${B} cyginstall cd ${S} dodir /usr/lib/pkgconfig insinto /usr/lib/pkgconfig doins ${PN}.pc }