| LBFGS | Author | Jorge Nocedal
Northwestern University Department of Electric Engineering and Computer Science Evanston, IL 60208 Phone: (708) 491-5038 E-mail: nocedal@ece.nwu.edu |
| Language | FORTRAN | |
| Algorithm | limited-memory BFGS algorithm | |
| Input Format | ||
| Modeling Languages link | ||
| Commercial Status | free | |
| Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |
| Remarks | It is intended for problems with many variables. In this method quasi-Newton corrections are stored in vector form; when the available storage is used up, the oldest correction is deleted to make space for a new one. The user specifies the number m of BFGS corrections that should be stored. LBFGS requires 2m(n+1)+4n storage locations.
The steplength is determined at each iteration by a line-search routine (supplied by J. Moré and D. Thuente) that enforces a sufficient decrease condition and a curvature condition. | |
| References | Recent Publications |
