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L-BFGS-B

swMATH ID: 1234
Software Authors: Ciyou Zhu, Richard Byrd, Jorge Nocedal, Jose Luis Morales
Description: Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. 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 implemened in Fortran 77.
Homepage: http://users.eecs.northwestern.edu/~nocedal/lbfgsb.html
Keywords: arge scale optimization; variable metric method; limited-memory algorithm; large nonlinear optimization problems
Related Software: L-BFGS; LBFGS-B; CUTEr; TRON; LANCELOT; SNOPT; Ipopt; GitHub; SciPy; Adam; R; SifDec; KELLEY; Matlab; TAPENADE; CUTE; SPG; TensorFlow; Python; MINOS
Cited in: 210 Documents
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Cited by 516 Authors

6 Nocedal, Jorge
6 Sandu, Adrian
5 Herty, Michael Matthias
4 Klar, Axel
3 Birgin, Ernesto G.
3 Brust, Johannes J.
3 Byrd, Richard H.
3 Cioaca, Alexandru
3 Hager, William W.
3 Hanifi, Ardeshir
3 Krislock, Nathan
3 Orban, Dominique
3 Pralits, Jan Oscar
3 Shen, Chunhua
3 Xiao, Yunhai
3 Zhang, Hongchao
2 Aanonsen, Sigurd Ivar
2 Alexe, Mihai
2 Avellaneda, Marco
2 Borges, Patrick
2 Brunton, Steven L.
2 Buff, Robert
2 Dharmavaram, Sanjay
2 Egidi, Nadaniela
2 Eydinov, Dmitry
2 Fang, Liang
2 Fourestey, Gilles
2 Friedman, Craig
2 Gill, Philip E.
2 Gould, Nicholas Ian Mark
2 Groenwold, Albert A.
2 Henningson, Dan S.
2 Kanzow, Christian
2 Klug, Andreas
2 Kurbatsky, Victor Grigorevich
2 Kutz, J. Nathan
2 Leyffer, Sven
2 Lin, Chih-Jen
2 Malick, Jérôme
2 Maponi, Pierluigi
2 Marcia, Roummel F.
2 Martínez, José Mario
2 Mavriplis, Dimitri J.
2 Mei, Yue
2 Meyers, Johan
2 Morales, José Luis
2 Müller, Jens-Dominik
2 Osher, Stanley Joel
2 Persson, Per-Olof
2 Petra, Cosmin G.
2 Pytlak, Radosław
2 Roupin, Frédéric
2 Rudy, Samuel H.
2 Rumpfkeil, Markus P.
2 Saunders, Michael A.
2 Sidorov, Denis Nikolaevich
2 Spellucci, Peter
2 Spiryaev, Vadim Aleksandrovich
2 Toint, Philippe L.
2 Tomin, Nikita Viktorovich
2 van den Hengel, Anton
2 Vandewalle, Stefan G.
2 Waltz, Richard A.
2 Wei, Zengxin
2 Womersley, Robert S.
2 Zahr, Matthew J.
2 Zhu, Ciyou
2 Zingg, David W.
1 Aavatsmark, Ivar
1 Abarbanel, Henry D. I.
1 Abellan, A.
1 Abueidda, Diab W.
1 Addessi, Daniela
1 Aggarwal, Ankush
1 Airiau, Christophe
1 Akhriev, Albert
1 Albert, Christopher G.
1 Alexanderian, Alen
1 Ammar, Haitham Bou
1 Andreani, Roberto
1 Aquino, Wilkins
1 Auriemma, Salvatore
1 Baghfalaki, Taban
1 Balamurali, Mehala
1 Balaras, Elias
1 Banerjee, Biswanath
1 Banović, Mladen
1 Barabasz, Barbara
1 Bardsley, Johnathan M.
1 Baydin, Atılım Güneş
1 Bayer, Fábio Mariano
1 Beaulieu, François D.
1 Becker, Stephen R.
1 Beierle, Christoph
1 Bello Cruz, Yunier Y.
1 Benešová, Barbora
1 Bianchi, Pascal
1 Bientinesi, Paolo
1 Bischl, Bernd
1 Bisognin, Cleber
...and 416 more Authors
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Cited in 96 Serials

16 Journal of Computational Physics
13 Computer Methods in Applied Mechanics and Engineering
13 Computational Optimization and Applications
12 SIAM Journal on Optimization
6 ACM Transactions on Mathematical Software
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2 Journal of Fluid Mechanics
2 Applied Mathematics and Computation
2 Journal of Computational and Applied Mathematics
2 Mathematics and Computers in Simulation
2 Journal of Global Optimization
2 Applied Mathematical Modelling
2 Journal of Mathematical Imaging and Vision
2 Mathematical Problems in Engineering
2 Chaos
2 Journal of Applied Statistics
2 Quantitative Finance
2 Journal of Machine Learning Research (JMLR)
1 Acta Mechanica
1 Journal of Mathematical Analysis and Applications
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 Bulletin of Mathematical Biology
1 Acta Cybernetica
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1 Physica D
1 Applied Numerical Mathematics
1 Computers & Operations Research
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1 SIAM Journal on Matrix Analysis and Applications
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1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
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1 Communications in Nonlinear Science and Numerical Simulation
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1 CEJOR. Central European Journal of Operations Research
1 Combustion Theory and Modelling
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