Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization

被引：1974

作者：

Zhu, CY ^{[1
]}

Byrd, RH

Lu, PH

Nocedal, J

机构：

[1] Northwestern Univ, Dept Elect Engn & Comp Sci, Evanston, IL 60208 USA

[2] Univ Colorado, Dept Comp Sci, Boulder, CO 80309 USA

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1997年 / 23卷 / 04期

关键词：

large-scale optimization; limited-memory method; nonlinear optimization; variable metric method;

D O I：

10.1145/279232.279236

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

L-BFGS-B is a limited-memory algorithm for solving large nonlinear optimization problems subject to simple bounds on the variables. It is intended for problems in which information on the Hessian matrix is difficult to obtain, or for large dense problems. L-BFGS-B can also be used for unconstrained problems and in this case performs similarly to its predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.

引用

页码：550 / 560

页数：11

共 44 条

[1] Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization"
Luis Morales, Jose
Nocedal, Jorge
[J]. ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 2011, 38 (01):
[2] An optimal subgradient algorithm for large-scale bound-constrained convex optimization
Ahookhosh, Masoud
Neumaier, Arnold
[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2017, 86 (01) : 123 - 147
[3] An optimal subgradient algorithm for large-scale bound-constrained convex optimization
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[J]. Mathematical Methods of Operations Research, 2017, 86 : 123 - 147
[4] Software for large-scale bound-constrained or unconstrained optimization
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[5] Modified subspace limited memory BFGS algorithm for large-scale bound constrained optimization
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[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2008, 222 (02) : 429 - 439
[6] An active set limited memory BFGS algorithm for large-scale bound constrained optimization
Xiao, Yunhai
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[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2008, 67 (03) : 443 - 454
[7] An active set limited memory BFGS algorithm for large-scale bound constrained optimization
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[J]. Mathematical Methods of Operations Research, 2008, 67 : 443 - 454
[8] A new subspace limited memory BFGS algorithm for large-scale bound constrained optimization
Xiao, Yunhai
Wei, Zengxin
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2007, 185 (01) : 350 - 359
[9] PNKH-B: A PROJECTED NEWTON-KRYLOV METHOD FOR LARGE-SCALE BOUND-CONSTRAINED OPTIMIZATION
Kan, Kelvin
Fung, Samy Wu
Ruthotto, Lars
[J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 43 (05): : S704 - S726
[10] A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
De Simone, V.
di Serafino, D.
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2014, 268 : 82 - 92

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