L-BFGS swMATH ID: 3229 Software Authors: Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge 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/lbfgs.html Programming Languages: Fortran 77 Keywords: large scale optimization; variable metric method; limited-memory algorithm; large nonlinear optimization problems Related Software: L-BFGS-B; LBFGS-B; CUTEr; CUTE; minpack; tn; LANCELOT; Adam; TRON; SNOPT; KELLEY; CG_DESCENT; SifDec; ve08; TNPACK; CUTEst; SCALCG; TAPENADE; DGM; Algorithm 500 Cited in: 844 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. Zbl 0912.65057Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge 1997 all top 5 Cited by 1,606 Authors 21 Nocedal, Jorge 15 Andrei, Neculai 11 Byrd, Richard H. 11 Lukšan, Ladislav 9 Li, Donghui 9 Navon, Ionel Michael 9 Schoen, Fabio 8 Beilina, Larisa 8 Locatelli, Marco 8 Sandu, Adrian 8 Vlček, Jan 8 Xiao, Yunhai 8 Yuan, Ya-xiang 8 Zhang, Hongchao 7 Al-Baali, Mehiddin 7 Dai, Yu-Hong 7 Marcia, Roummel F. 7 Toint, Philippe L. 6 Erway, Jennifer B. 6 Hager, William W. 6 Karniadakis, George Em 6 Le Dimet, Francois-Xavier 6 Perdikaris, Paris G. 6 Wei, Zengxin 6 Yamashita, Nobuo 6 Zhang, Li 6 Zhou, Weijun 5 Auroux, Didier 5 Curtis, Frank E. 5 Fletcher, Roger 5 Gill, Philip E. 5 Goldfarb, Donald 5 Herty, Michael Matthias 5 Lin, Chih-Jen 5 Mäkelä, Marko Mikael 5 Morales, José Luis 5 Moré, Jorge J. 5 Qian, Dong 5 Raissi, Maziar 4 Bardsley, Johnathan M. 4 Belytschko, Ted Bohdan 4 Brossier, Romain 4 Daescu, Dacian N. 4 Eckstein, Jonathan 4 Kanzow, Christian 4 Klar, Axel 4 Klibanov, Michael V. 4 Lemaréchal, Claude 4 Leong, Wah June 4 Leyffer, Sven 4 Métivier, Ludovic 4 Mosler, Jörn 4 Nash, Stephen G. 4 Nazareth, John Lawrence 4 Orban, Dominique 4 Pock, Thomas 4 Roma, Massimo 4 Schlick, Tamar 4 Schnabel, Robert B. 4 Xie, Dexuan 4 Zhang, Jicai 3 Ahookhosh, Masoud 3 Alekseev, Aleksey K. 3 Apostolopoulou, M. S. 3 Bala Abubakar, Auwal 3 Biglari, Fahimeh 3 Brust, Johannes J. 3 Caliciotti, Andrea 3 Cassioli, Andrea 3 Chai, Tianfeng 3 Chen, Yong 3 Chen, Yunjin 3 Conforti, Domenico 3 Conn, Andrew Roger 3 Fang, Liang 3 Fasano, Giovanni 3 Favennec, Yann 3 Feng, Wensen 3 Gejadze, Igor Yu. 3 Gilbert, Jean Charles 3 Glowinski, Roland 3 Gould, Nicholas Ian Mark 3 Gould, Nick I. M. 3 Hanifi, Ardeshir 3 He, Kun 3 Hicken, Jason E. 3 Kumam, Poom 3 Li, Min 3 Li, Xiantao 3 Lian, Shujun 3 Liao, Wenyuan 3 Liu, Wing Kam 3 Mérigot, Quentin 3 Meyers, Johan 3 Musmanno, Roberto 3 Ni, Qin 3 Nosratipour, Hadi 3 Ochs, Peter 3 Ou, Yigui 3 Oudet, Edouard ...and 1,506 more Authors all top 5 Cited in 217 Serials 50 Journal of Computational Physics 49 Computational Optimization and Applications 47 SIAM Journal on Optimization 39 Computer Methods in Applied Mechanics and Engineering 22 Journal of Computational and Applied Mathematics 21 Mathematical Programming. Series A. 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Razmadze Mathematical Institute 2 Springer Optimization and Its Applications 1 IEEE Transactions on Information Theory 1 IMA Journal of Numerical Analysis 1 International Journal of Systems Science 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Wave Motion ...and 117 more Serials all top 5 Cited in 41 Fields 439 Operations research, mathematical programming (90-XX) 396 Numerical analysis (65-XX) 133 Computer science (68-XX) 103 Calculus of variations and optimal control; optimization (49-XX) 80 Statistics (62-XX) 62 Fluid mechanics (76-XX) 59 Partial differential equations (35-XX) 51 Biology and other natural sciences (92-XX) 50 Mechanics of deformable solids (74-XX) 45 Geophysics (86-XX) 27 Systems theory; control (93-XX) 19 Information and communication theory, circuits (94-XX) 16 Probability theory and stochastic processes (60-XX) 16 Statistical mechanics, structure of matter (82-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Quantum theory (81-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 11 Dynamical systems and ergodic theory (37-XX) 8 Ordinary differential equations (34-XX) 8 Convex and discrete geometry (52-XX) 8 Optics, electromagnetic theory (78-XX) 7 Operator theory (47-XX) 6 Combinatorics (05-XX) 5 Classical thermodynamics, heat transfer (80-XX) 4 Differential geometry (53-XX) 3 General and overarching topics; collections (00-XX) 3 Measure and integration (28-XX) 3 Integral equations (45-XX) 3 Mechanics of particles and systems (70-XX) 2 Mathematical logic and foundations (03-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 2 Astronomy and astrophysics (85-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mathematics education (97-XX) Citations by Year