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 133 articles )

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  1. Gill, Philip E.; Murray, Walter; Saunders, Michael A.: SNOPT: an SQP algorithm for large-scale constrained optimization (2005)
  2. Gould, Nick; Orban, Dominique; Toint, Philippe: Numerical methods for large-scale nonlinear optimization (2005)
  3. Gugat, M.; Herty, M.; Klar, A.; Leugering, G.: Optimal control for traffic flow networks (2005)
  4. Kessler, Marc L.; McShan, Daniel L.; Epelman, Marina A.; Vineberg, Karen A.; Eisbruch, Avraham; Lawrence, Theodore S.; Fraass, Benedick A.: Costlets: A generalized approach to cost functions for automated optimization of IMRT treatment plans (2005)
  5. Bolton, H. P. J.; Groenwold, A. A.; Snyman, J. A.: The application of a unified Bayesian stopping criterion in competing parallel algorithms for global optimization (2004)
  6. Byrd, Richard H.; Gould, Nicholas I. M.; Nocedal, Jorge; Waltz, Richard A.: An algorithm for nonlinear optimization using linear programming and equality constrained subproblems (2004)
  7. Charpentier, Isabelle; Roux, Philippe: Mode and wavenumber inversion in shallow water using an adjoint method (2004)
  8. Fourestey, Gilles; Piperno, Serge: A second-order time-accurate ALE Lagrange-Galerkin method applied to wind engineering and control of bridge profiles (2004)
  9. Herty, Michael; Klar, Axel: Simplified dynamics and optimization of large scale traffic networks. (2004)
  10. Herty, Michael Matthias: Mathematics of traffic flow networks: modeling, simulation and optimization. (2004)
  11. Bardsley, Johnathan M.; Vogel, Curtis R.: A nonnegatively constrained convex programming method for image reconstruction (2003)
  12. Di Fiore, Carmine; Fanelli, Stefano; Lepore, Filomena; Zellini, Paolo: Matrix algebras in quasi-Newton methods for unconstrained minimization (2003)
  13. Gill, Philip E.; Leonard, Michael W.: Limited-memory reduced-Hessian methods for large-scale unconstrained optimization (2003)
  14. Gould, Nicholas I. M.; Orban, Dominique; Toint, Philippe L.: CUTEr and SifDec: a constrained and unconstrained testing environment, revisited (2003)
  15. Oberai, Assad A.; Gokhale, Nachiket H.; Feijóo, Gonzalo R.: Solution of inverse problems in elasticity imaging using the adjoint method (2003)
  16. Pralits, Jan O.; Hanifi, Ardeshir: Optimization of steady suction for disturbance control on infinite swept wings (2003)
  17. Buff, Robert: Uncertain volatility models -- theory and application (2002)
  18. Good, Marcel; Goux, Jean-Pierre; Nocedal, Jorge; Pereyra, Victor: iNEOS: An interactive environment for nonlinear optimization (2002)
  19. Nocedal, Jorge; Sartenaer, Annick; Zhu, Ciyou: On the behavior of the gradient norm in the steepest descent method (2002)
  20. Pralits, Jan O.; Hanifi, A.; Henningson, D. S.: Adjoint-based optimization of steady suction for disturbance control in incompressible flows. (2002)