L-BFGS-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.


References in zbMATH (referenced in 152 articles )

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  1. Lampariello, F.; Liuzzi, G.: A filling function method for unconstrained global optimization (2015)
  2. Mishra, Asitav; Mani, Karthik; Mavriplis, Dimitri; Sitaraman, Jay: Time dependent adjoint-based optimization for coupled fluid-structure problems (2015)
  3. Mohy-ud-Din, Hassan; Robinson, Daniel P.: A solver for nonconvex bound-constrained quadratic optimization (2015)
  4. Oferkin, I. V.; Zheltkov, D. A.; Tyrtyshnikov, E. E.; Sulimov, A. V.; Kutov, D. K.; Sulimov, V. B.: Evaluation of the docking algorithm based on tensor train global optimization (2015)
  5. Potyka, Nico; Beierle, Christoph; Kern-Isberner, Gabriele: A concept for the evolution of relational probabilistic belief states and the computation of their changes under optimum entropy semantics (2015)
  6. Simon, Moritz; Ulbrich, Michael: Adjoint based optimal control of partially miscible two-phase flow in porous media with applications to CO(_2) sequestration in underground reservoirs (2015)
  7. Barabasz, Barbara; Gajda-Zagórska, Ewa; Migórski, Stanisław; Paszyński, Maciej; Schaefer, Robert; Smołka, Maciej: A hybrid algorithm for solving inverse problems in elasticity (2014)
  8. Cioaca, Alexandru; Sandu, Adrian: Low-rank approximations for computing observation impact in 4D-Var data assimilation (2014)
  9. Cioaca, Alexandru; Sandu, Adrian: An optimization framework to improve 4D-Var data assimilation system performance (2014)
  10. John Nash: On Best Practice Optimization Methods in R (2014) not zbMATH
  11. Krislock, Nathan; Malick, Jérôme; Roupin, Frédéric: Improved semidefinite bounding procedure for solving max-cut problems to optimality (2014)
  12. Kurbatsky, V. G.; Sidorov, D. N.; Spiryaev, V. A.; Tomin, N. V.: Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning (2014)
  13. Kurbatsky, Victor Grigorevich; Leahy, Paul; Spiryaev, Vadim Aleksandrovich; Tomin, Nikita Viktorovich; Sidorov, Denis Nikolaevich; Zhukov, Aleksei Vitalevich: Power system parameters forecasting using Hilbert-Huang transform and machine learning (2014)
  14. Le Thi, Hoai An; Huynh Van Ngai; Dinh, Tao Pham; Vaz, A. Ismael F.; Vicente, L. N.: Globally convergent DC trust-region methods (2014)
  15. Li, Chaojie; Zhou, Xiaojun; Gao, David Yang: Stable trajectory of logistic map (2014)
  16. Shibata, Chihiro; Yoshinaka, Ryo: A comparison of collapsed Bayesian methods for probabilistic finite automata (2014)
  17. Wang, Qiuyu; Che, Yingtao: Sufficient descent Polak-Ribière-Polyak conjugate gradient algorithm for large-scale box-constrained optimization (2014)
  18. Banerjee, Biswanath; Walsh, Timothy F.; Aquino, Wilkins; Bonnet, Marc: Large scale parameter estimation problems in frequency-domain elastodynamics using an error in constitutive equation functional (2013)
  19. Koko, J.: Parallel Uzawa method for large-scale minimization of partially separable functions (2013)
  20. Letham, Benjamin; Rudin, Cynthia; Madigan, David: Sequential event prediction (2013)