SAL Home NUMERICS Optimization

L-BFGS-B

L-BFGS-B is a limited-memory quasi-Newton code for large-scale bound-constrained or unconstrained optimization. It was written with standard Fortran 77. Not all the variables need to have bounds; in fact the algorithm is also appropriate and efficient for solving unconstrained problems. The user must supply the gradient, but knowledge about the Hessian matrix is not required. For this reason, the algorithm can be useful for solving large problems in which the Hessian is difficult to compute or is dense.

Current Version:   2.1

License Type:   Free

Home Site:
http://www.mcs.anl.gov/home/otc/Tools/LBFGS-B/
http://www.ece.nwu.edu/~ciyou/index.html#lbfgs

Source Code Availability:

Yes

Available Binary Packages:

  • Debian Package: No
  • RedHat RPM Package: No
  • Other Packages: No

Targeted Platforms:

Fortran

Software/Hardware Requirements:

Fortran 77 Compiler

Other Links:
ftp://ece.nwu.edu/pub/lbfgs (FTP site)

Mailing Lists/USENET News Groups:

None

User Comments:

  • None

See A Screen Shot? (Not Yet)

  SAL Home   |   Numerical Analysis   |   Optimization


Comments? SAL@KachinaTech.COM
Copyright © 1995-2001 by Herng-Jeng Jou
Copyright © 1997-2001 by Kachina Technologies, Inc.
All rights reserved.