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.
| Category | Open Source |
| Manager | Prof. Jorge Nocedal |
| License | BSD License |
| Home Page | L-BFGS-B Home Page |
| Download Page | L-BFGS-B Download Page |
| MEX Interface | OPTI Modified Version of Dr. Peter Carbonetto's Interface |
| Pre-Requisites | MKL |
| Version Supplied | 3.0 |
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