| LBFGSB | Authors | Ciyou Zhu,
Richard Byrd, Computer Science Department University of Colorado at Boulder Phone: 303-492-8014, Fax: 303-492-2844 Email: richard@cs.colorado.edu P.Lu-Chen, Jorge Nocedal Northwestern University Department of Electric Engineering and Computer Science Evanston, IL 60208 Phone: (708) 491-5038 E-mail: nocedal@eecs.nwu.edu |
| Language | FORTRAN | |
| Algorithm | BFGS with limited memory | |
| 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 variablesand simple bounds on 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.
Numerical results comparing L-BFGS and MINOS can be found here | |
| References | C. Zhu, R.H. Byrd, P.Lu, J. Nocedal, L-BFGS-B: a limited memory FORTRAN code for solving bound constrained optimization problems. Technical Report, EECS Department, Northwestern University, 1994.
R.H.Byrd, P.Lu, J. Nocedal, C.Zhu, A limited memory algorithm for bound constrained optimization, SIAM J. Scientific Computing, vol.16, 1995, no.5. Recent Publications |
