LBFGS-B

Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization L-BFGS-B is a limited-memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables. It is intended for problems in which information on the Hessian matrix is difficult to obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained problems and in this case performs similarly to its predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemened in Fortran 77. (Source: http://plato.asu.edu)


References in zbMATH (referenced in 335 articles , 1 standard article )

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