×

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; Adam; CUTE; minpack; tn; LANCELOT; DiffSharp; DGM; PyTorch; CG_DESCENT; TRON; SifDec; KELLEY; CUTEst; ImageNet; TensorFlow; SNOPT; AlexNet
Cited in: 987 Documents
all top 5

Cited by 1,966 Authors

21 Nocedal, Jorge
15 Andrei, Neculai
11 Byrd, Richard H.
11 Lukšan, Ladislav
10 Li, Donghui
10 Navon, Ionel Michael
9 Schoen, Fabio
8 Beilina, Larisa
8 Karniadakis, George Em
8 Locatelli, Marco
8 Sandu, Adrian
8 Vlček, Jan
8 Xiao, Yunhai
8 Yan, Zhenya
8 Yuan, Ya-xiang
8 Zhang, Hongchao
7 Al-Baali, Mehiddin
7 Dai, Yu-Hong
7 Erway, Jennifer B.
7 Kanzow, Christian
7 Marcia, Roummel F.
7 Toint, Philippe Louis
6 Hager, William W.
6 Le Dimet, Francois-Xavier
6 Lin, Chih-Jen
6 Perdikaris, Paris G.
6 Qian, Dong
6 Wei, Zengxin
6 Yamashita, Nobuo
6 Zhang, Li
6 Zhou, Weijun
5 Auroux, Didier
5 Brossier, Romain
5 Chen, Yong
5 Curtis, Frank E.
5 Fletcher, Roger
5 Gill, Philip E.
5 Goldfarb, Donald
5 Herty, Michael Matthias
5 Leong, Wah June
5 Métivier, Ludovic
5 Morales, José Luis
5 Moré, Jorge J.
5 Raissi, Maziar
5 Wang, Li
4 Bala Abubakar, Auwal
4 Bardsley, Johnathan M.
4 Belytschko, Ted Bohdan
4 Boyd, Stephen Poythress
4 Daescu, Dacian N.
4 Eckstein, Jonathan
4 Fang, Liang
4 Klar, Axel
4 Klibanov, Michael V.
4 Kumam, Poom
4 Lapucci, Matteo
4 Lemaréchal, Claude
4 Leyffer, Sven
4 Liu, Wing Kam
4 Liu, Zexian
4 Meyers, Johan
4 Mosler, Jörn
4 Nash, Stephen G.
4 Nazareth, John Lawrence
4 Orban, Dominique
4 Pain, Christopher C.
4 Pock, Thomas
4 Roma, Massimo
4 Schlick, Tamar
4 Schnabel, Robert B.
4 Shen, Chungen
4 Vandewalle, Stefan G.
4 Xie, Dexuan
4 Yun, Sangwoon
4 Zhang, Jicai
4 Zhou, Zijian
3 Ahookhosh, Masoud
3 Alekseev, Aleksey K.
3 Apostolopoulou, M. S.
3 Arcucci, Rossella
3 Babaie-Kafaki, Saman
3 Barratt, Shane T.
3 Berahas, Albert S.
3 Biglari, Fahimeh
3 Brust, Johannes J.
3 Caliciotti, Andrea
3 Cassioli, Andrea
3 Chai, Tianfeng
3 Chen, Yunjin
3 Conforti, Domenico
3 Conn, Andrew Roger
3 Fang, Fangxin
3 Fasano, Giovanni
3 Favennec, Yann
3 Feng, Wensen
3 García-Rodríguez, José Antonio
3 Gejadze, Igor Yu.
3 Gilbert, Jean Charles
3 Glowinski, Roland
3 Gould, Nicholas Ian Mark
...and 1,866 more Authors
all top 5

Cited in 237 Serials

62 Journal of Computational Physics
54 Computational Optimization and Applications
52 Computer Methods in Applied Mechanics and Engineering
47 SIAM Journal on Optimization
24 Journal of Computational and Applied Mathematics
24 Mathematical Programming. Series A. Series B
22 Numerical Algorithms
22 Optimization Methods & Software
21 Applied Mathematics and Computation
21 Journal of Optimization Theory and Applications
19 Inverse Problems
18 Machine Learning
18 SIAM Journal on Scientific Computing
14 Computers & Mathematics with Applications
14 Journal of Machine Learning Research (JMLR)
13 European Journal of Operational Research
12 Journal of Scientific Computing
11 Journal of Global Optimization
11 SIAM Journal on Imaging Sciences
9 ACM Transactions on Mathematical Software
9 Computers & Operations Research
9 Journal of Mathematical Imaging and Vision
8 Computer Physics Communications
8 Physica D
8 SIAM Review
8 Computational Geosciences
8 Optimization Letters
7 Computers and Fluids
7 Applied Numerical Mathematics
7 Computational and Applied Mathematics
7 Optimization and Engineering
6 Numerische Mathematik
6 Computer Aided Geometric Design
6 Optimization
6 International Journal of Computer Vision
6 Mathematical Problems in Engineering
6 Communications in Computational Physics
6 Mathematical Programming Computation
5 Mathematics of Computation
5 International Journal for Numerical Methods in Engineering
5 Applied Mathematical Modelling
5 Computational Statistics and Data Analysis
5 Mathematical Methods of Operations Research
5 European Journal of Mechanics. A. Solids
5 The Annals of Applied Statistics
4 International Journal for Numerical Methods in Fluids
4 Journal of Fluid Mechanics
4 Physics Letters. A
4 Kybernetika
4 Mathematics and Computers in Simulation
4 Computational Mechanics
4 SIAM Journal on Matrix Analysis and Applications
4 International Journal of Computational Fluid Dynamics
4 Mathematical Geosciences
4 Journal of Computational and Graphical Statistics
4 Statistics and Computing
3 Acta Mechanica
3 Mathematical Programming
3 Operations Research Letters
3 Annals of Operations Research
3 International Journal of Computer Mathematics
3 Journal of Inverse and Ill-Posed Problems
3 Abstract and Applied Analysis
3 Journal of Applied Statistics
3 Inverse Problems in Science and Engineering
3 Science China. Mathematics
3 Journal of the Operations Research Society of China
3 SIAM/ASA Journal on Uncertainty Quantification
2 Applicable Analysis
2 Artificial Intelligence
2 Journal of the Mechanics and Physics of Solids
2 Bulletin of Mathematical Biology
2 Chaos, Solitons and Fractals
2 The Annals of Statistics
2 Automatica
2 Calcolo
2 Computing
2 Information Sciences
2 Journal of the American Statistical Association
2 Operations Research
2 Acta Mathematicae Applicatae Sinica. English Series
2 Journal of Qufu Normal University. Natural Science
2 Journal of Economic Dynamics & Control
2 Applied Mathematics Letters
2 Neural Networks
2 Linear Algebra and its Applications
2 Numerical Linear Algebra with Applications
2 Journal of Inequalities and Applications
2 Chaos
2 Communications in Nonlinear Science and Numerical Simulation
2 Combustion Theory and Modelling
2 Journal of Systems Science and Complexity
2 Journal of Applied Mathematics and Computing
2 Quantum Information Processing
2 4OR
2 Journal of Applied Logic
2 Journal of Industrial and Management Optimization
2 SIAM Journal on Financial Mathematics
2 The Journal of Mathematical Neuroscience
2 Numerical Algebra, Control and Optimization
...and 137 more Serials
all top 5

Cited in 42 Fields

494 Operations research, mathematical programming (90-XX)
461 Numerical analysis (65-XX)
189 Computer science (68-XX)
114 Calculus of variations and optimal control; optimization (49-XX)
97 Statistics (62-XX)
84 Partial differential equations (35-XX)
74 Fluid mechanics (76-XX)
63 Mechanics of deformable solids (74-XX)
52 Biology and other natural sciences (92-XX)
49 Geophysics (86-XX)
28 Systems theory; control (93-XX)
21 Information and communication theory, circuits (94-XX)
19 Probability theory and stochastic processes (60-XX)
17 Statistical mechanics, structure of matter (82-XX)
17 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
16 Quantum theory (81-XX)
12 Linear and multilinear algebra; matrix theory (15-XX)
12 Dynamical systems and ergodic theory (37-XX)
12 Optics, electromagnetic theory (78-XX)
11 Ordinary differential equations (34-XX)
9 Operator theory (47-XX)
8 Convex and discrete geometry (52-XX)
8 Classical thermodynamics, heat transfer (80-XX)
6 Combinatorics (05-XX)
5 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 Real functions (26-XX)
2 Difference and functional equations (39-XX)
2 Functional analysis (46-XX)
2 Astronomy and astrophysics (85-XX)
1 Algebraic geometry (14-XX)
1 Potential theory (31-XX)
1 Special functions (33-XX)
1 Sequences, series, summability (40-XX)
1 Approximations and expansions (41-XX)
1 Geometry (51-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Mathematics education (97-XX)

Citations by Year