ALGORITHM-778 - L-BFGS-B - FORTRAN SUBROUTINES FOR LARGE-SCALE BOUND-CONSTRAINED OPTIMIZATION

Citation
Cy. Zhu et al., ALGORITHM-778 - L-BFGS-B - FORTRAN SUBROUTINES FOR LARGE-SCALE BOUND-CONSTRAINED OPTIMIZATION, ACM transactions on mathematical software, 23(4), 1997, pp. 550-560
Citations number
17
Language
INGLESE
art.tipo
Article
ISSN journal
0098-3500
Volume
23
Issue
4
Year of publication
1997
Pages
550 - 560
Database
ISI
SICI code
0098-3500(1997)23:4<550:A-L-FS>2.0.ZU;2-P
Abstract
L-BFGS-B is a limited-memory algorithm for solving large nonlinear opt imization problems subject to simple bounds on the variables. It is in tended for problems in which information on the Hessian matrix is diff icult to obtain, or for large dense problems. L-BFGS-B can also be use d for unconstrained problems and in this case performs similarly to it s predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.