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.
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收藏
页码：550 / 560
页数：11
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