• L-BFGS

  • Referenced in 852 articles [sw03229]
  • Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. L-BFGS ... obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained ... performs similarly to its predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemened...
  • LBFGS-B

  • Referenced in 431 articles [sw05142]
  • Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization L-BFGS ... obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained ... performs similarly to its predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemened...
  • KELLEY

  • Referenced in 643 articles [sw04829]
  • sufficiently close to a solution. par The BFGS method is studied in chapter...
  • L-BFGS-B

  • Referenced in 200 articles [sw01234]
  • Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. L-BFGS ... obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained ... performs similarly to its predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemened...
  • Stan

  • Referenced in 302 articles [sw10200]
  • penalized maximum likelihood estimation with Optimization (BFGS). Stan is coded in C++ and runs...
  • SCALCG

  • Referenced in 112 articles [sw08453]
  • modification is based on the quasi-Newton BFGS updating formula. The computational scheme is embedded...
  • NLPQLP

  • Referenced in 40 articles [sw04073]
  • Hessian approximation is updated by the modified BFGS-formula. The new version is extremely stable...
  • HANSO

  • Referenced in 18 articles [sw05271]
  • Optimization A MATLAB package based on the BFGS and gradient sampling methods. For general unconstrained ... convex or nonconvex, smooth or nonsmooth, including BFGS, limited memory BFGS and gradient sampling methods...
  • WORHP

  • Referenced in 20 articles [sw10824]
  • named after Broyden, Fletcher, Goldfarb and Shanno (BFGS) update techniques for Hessian approximations, and sparse...
  • ACGSSV

  • Referenced in 11 articles [sw20836]
  • algorithms based on the self-scaling memoryless BFGS update. An accelerated adaptive class of nonlinear ... direction matrix and the self-scaling memoryless BFGS update by Oren in the Frobenius norm ... scaling parameter in self-scaling memoryless BFGS update leads to algorithms which substantially outperform ... algorithms based on the self-scaling memoryless BFGS update, endowed with the acceleration scheme...
  • Dynaflow

  • Referenced in 13 articles [sw34674]
  • Newton-Raphson, modified Newton and quasi-Newton (BFGS and Broyden updates) iterations, with selective line...
  • Poblano

  • Referenced in 12 articles [sw04186]
  • limited-memory quasi-Newton method using BFGS updates to approximate second-order derivative information...
  • MSS

  • Referenced in 6 articles [sw08530]
  • MATLAB Software for L-BFGS Trust-Region Subproblems for Large-Scale Optimization. A MATLAB implementation ... quadratic function defined by a limited-memory BFGS matrix subject to a two-norm trust ... Moré-Sorensen direct method into an L-BFGS setting for large-scale optimization ... fast direct method for solving large shifted BFGS systems of equations...
  • CGOPT

  • Referenced in 9 articles [sw10952]
  • direction of the scaled memoryless BFGS method. In this paper, we make...
  • SDLS

  • Referenced in 8 articles [sw04788]
  • minimization algorithm, using an implementation of the BFGS algorithm. The other key numerical component...
  • SEISCOPE

  • Referenced in 6 articles [sw19396]
  • conjugate gradient) and second-order methods. (l-BFGS and truncated Newton), for the solution...
  • csminwel

  • Referenced in 3 articles [sw05280]
  • equations and minimize using quasi-Newton with BFGS update. The programs are somewhat more robust ... minimization. Uses a quasi-Newton method with BFGS update of the estimated inverse hessian ... large or ill-conditioned problems. bfgsi: The BFGS update for the inverse hessian. csolve: nonlinear...
  • libLBFGS

  • Referenced in 3 articles [sw33308]
  • Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS). This library is a C port ... Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal. The original...
  • Nimrod/O

  • Referenced in 4 articles [sw00620]
  • number of built-in optimization algorithms, namely BFGS, Simplex, Divide and Conquer and Simulated Annealing...