TOMS778, or L-BFGS (unconstrained) and L-BFGS-B (simple bounds)
Large-scale bound-constrained or unconstrained optimization with limited memory.
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.
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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.ece.northwestern.edu/~nocedal/lbfgs.html (L-BFGS unconstrained)
http://www.ece.northwestern.edu/~nocedal/lbfgsb.html (L-BFGS-B simple bounds)