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
Manager Prof. Jorge Nocedal
LicenseBSD License
Home Page L-BFGS-B Home Page
Download Page L-BFGS-B Download Page
MEX InterfaceOPTI Modified Version of Dr. Peter Carbonetto's Interface
Pre-Requisites MKL
Version Supplied3.0


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