Algorithm 778: L-BFGS-B

DOI10.1145/279232.279236zbMath0912.65057OpenAlexW2005126631WikidataQ56572747 ScholiaQ56572747MaRDI QIDQ4223464

Peihuang Lu, Ciyou Zhu, Nocedal, Jorge, Byrd, Richard H.

Publication date: 3 May 1999

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1997-23/

zbMATH Keywords

variable metric methodlarge scale optimizationlarge nonlinear optimization problemslimited-memory algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

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Uses Software

• LANCELOT
• L-BFGS-B
• CUTEr