liblbfgsb-examples
Limited-memory quasi-Newton bound-constrained optimization (examples)
Description
Fortran library implementing limited-memory quasi-Newton bound-constrained optimization as described in [1,2,3]. This package contains some example programs, their source code and example output as provided by upstream. [1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208. [2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560. [3] J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), to appear in ACM Transactions on Mathematical Software.Upload more screenshots
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Homepage
https://users.iems.northwestern.edu/~nocedal/lbfgsb.html
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