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Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization

Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Mathematical Software (TOMS) Association for Computing Machinery

Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization

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References (24)

Publisher
Association for Computing Machinery
Copyright
Copyright © 1997 by ACM Inc.
ISSN
0098-3500
DOI
10.1145/279232.279236
Publisher site
See Article on Publisher Site

Abstract

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.

Journal

ACM Transactions on Mathematical Software (TOMS)Association for Computing Machinery

Published: Dec 1, 1997

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