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 293 articles , 1 standard article )

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  1. Cao, Yanzhao; Stanescu, D.: Shape optimization for noise radiation problems. (2002)
  2. Good, Marcel; Goux, Jean-Pierre; Nocedal, Jorge; Pereyra, Victor: iNEOS: An interactive environment for nonlinear optimization (2002)
  3. Bodart, Olivier; Boureau, Anne-Valérie; Touzani, Rachid: Numerical investigation of optimal control of induction heating processes (2001)
  4. Daescu, Dacian; Carmichael, Gregory R.; Sandu, Adrian: Adjoint implementation of Rosenbrock methods applied to variational data assimilation problems. (2000)
  5. Avellaneda, Marco; Friedman, Craig; Holmes, Richard; Samperi, Dominick: Calibrating volatility surfaces via relative-entropy minimization (1997)
  6. Kärkäinen, T.; Räisänen, T.: Abstract estimates of the rate of convergence for optimal control problems (1997)
  7. Ni, Q.; Yuan, Y.: A subspace limited memory quasi-Newton algorithm for large-scale nonlinear bound constrained optimization (1997)
  8. Rhodin, Andreas: IMAS. Integrated modeling and analysis system for the solution of optimal control problems (1997)
  9. Schwartz, A.; Polak, E.: Family of projected descent methods for optimization problems with simple bounds (1997)
  10. Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge: Algorithm 778: L-BFGS-B. Fortran subroutines for large-scale bound-constrained optimization. (1997) ioport
  11. Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge: Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization (1997)
  12. Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge; Zhu, Ciyou: A limited memory algorithm for bound constrained optimization (1995)
  13. Byrd, Richard H.; Nocedal, Jorge; Schnabel, Robert B.: Representations of quasi-Newton matrices and their use in limited memory methods (1994)

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