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Algorithm 778: L-BFGS-B
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- Ciyou Zhu
- Northwestern Univ., Evanston, IL
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- Richard H. Byrd
- Univ. of Colorado at Boulder, Boulder
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- Peihuang Lu
- Northwestern Univ., Evanston, IL
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- Jorge Nocedal
- Northwestern Univ., Evanston, IL
Bibliographic Information
- Other Title
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- Fortran subroutines for large-scale bound-constrained optimization
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Description
<jats:p>L-BFGS-B is a limited-memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables. It is intended for problems in which information on the Hessian matrix is difficult to obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained problems and in this case performs similarly to its predessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.</jats:p>
Journal
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- ACM Transactions on Mathematical Software
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ACM Transactions on Mathematical Software 23 (4), 550-560, 1997-12
Association for Computing Machinery (ACM)
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Details 詳細情報について
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- CRID
- 1363670318195183744
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- ISSN
- 15577295
- 00983500
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- Data Source
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- Crossref