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L BFGS B

Limited Memory Broyden-Fletcher-Goldfarb-Shanno Bounded Optimization [Supplied]​

L-BFGS-B solves smooth, twice differentiable bounded nonlinear programs using a limited memory BFGS Hessian update.

CategoryOpen Source
ManagerProf. Jorge Nocedal
LicenseBSD License
Home PageL-BFGS-B Home Page
Download PageL-BFGS-B Download Page
MEX InterfaceOPTI Modified Version of Dr. Peter Carbonetto's Interface
Pre-RequisitesMKL
Version Supplied3.0

Citation​

C. Zhu, R. H. Byrd and J. Nocedal, "L-BFGS-B: Algorithm 778: L-BFGS-B FORTRAN Routines for Large Scale Bound Constrained Optimization," ACM Transactions on Mathematical Software 23(4), pp. 550-560, 2007