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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.
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Current Version: 2.1
License Type: Free
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