Algorithm 778: L-BFGS-B
Ciyou Zhu(Northwestern University), Richard H. Byrd(University of Colorado Boulder), Peihuang Lu(Northwestern University), Jorge Nocedal(Northwestern University)
Cited by 3,422Open Access
Abstract
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 predessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.
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