Algorithm 778: L-BFGS-B
- 1 December 1997
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 23 (4), 550-560
- https://doi.org/10.1145/279232.279236
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.Keywords
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