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TOMS778

 

NAME

TOMS778, or L-BFGS (unconstrained) and L-BFGS-B (simple bounds)

 

PURPOSE

Large-scale bound-constrained or unconstrained optimization with limited memory.

 

REFERENCES

Zhu, C., Byrd, R. H., and Nocedal, J (1997). Algorithm 778. L-BFGS-B: Fortran routines for large scale bound constrained optimization. ACM Transactions on Mathematical Software, 23(4), 550-560.

 

Byrd, R. H., Lu, P., and Nocedal, J. (1995). A limited memory algorithm for bound constrained optimization. SIAM Journal on Scientific and Statistical Computing, 16(5), 1190-1208.

 

ABSTRACT OR SUMMARY

L-BFGS is a limited-memory quasi-Newton code for unconstrained optimization. L-BFGS-B is a limited-memory quasi-Newton code for large-scale bound-constrained or unconstrained optimization. The code has been developed at the Optimization Technology Center, a joint venture of Argonne National Laboratory and Northwestern University.

 

LANGUAGE

Fortran 77.

 

LICENSE

All software, both binary and source published by the Association for Computing Machinery (hereafter, Software) is copyrighted by the Association (hereafter, ACM) and ownership of all right, title and interest in and to the Software remains with ACM. By using or copying the Software, User agrees to abide by the terms of this Agreement. The URL for the ACM Software Copyright and License Agreement is http://www.acm.org/pubs/copyright_policy/softwareCRnotice.html.

 

Condition for Use from Prof. Nocedal’s web site below: This software is freely available for educational or commercial purposes. We expect that all publications describing work using this software quote at least one of the references given below. [under References above.]

 

ORIGINAL CODE LOCATION

http://www.netlib.org/toms/778

 

http://www.ece.northwestern.edu/~nocedal/lbfgs.html (L-BFGS unconstrained)

 

http://www.ece.northwestern.edu/~nocedal/lbfgsb.html (L-BFGS-B simple bounds)

 

TECHNICAL NOTES

None.

 

DOWNLOAD

None.

 


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