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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
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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
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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. Series B
20 Applied Mathematics and Computation
19 Optimization Methods & Software
18 Numerical Algorithms
17 Inverse Problems
17 Journal of Optimization Theory and Applications
15 SIAM Journal on Scientific Computing
14 Machine Learning
14 Journal of Machine Learning Research (JMLR)
13 European Journal of Operational Research
10 Journal of Global Optimization
10 SIAM Journal on Imaging Sciences
9 Computers & Mathematics with Applications
9 ACM Transactions on Mathematical Software
8 Journal of Scientific Computing
8 SIAM Review
8 Computational Geosciences
7 Computers & Operations Research
7 Journal of Mathematical Imaging and Vision
7 Optimization Letters
6 Computers and Fluids
6 Numerische Mathematik
6 Applied Numerical Mathematics
6 International Journal of Computer Vision
6 Computational and Applied Mathematics
6 Mathematical Problems in Engineering
6 Optimization and Engineering
5 Mathematics of Computation
5 International Journal for Numerical Methods in Engineering
5 Computer Aided Geometric Design
5 Optimization
5 Computational Statistics and Data Analysis
4 Computer Physics Communications
4 International Journal for Numerical Methods in Fluids
4 Journal of Fluid Mechanics
4 Kybernetika
4 Mathematics and Computers in Simulation
4 SIAM Journal on Matrix Analysis and Applications
4 Applied Mathematical Modelling
4 Mathematical Methods of Operations Research
4 Communications in Computational Physics
3 Physics Letters. A
3 Mathematical Programming
3 Operations Research Letters
3 Physica D
3 Computational Mechanics
3 Annals of Operations Research
3 International Journal of Computer Mathematics
3 Journal of Inverse and Ill-Posed Problems
3 International Journal of Computational Fluid Dynamics
3 Abstract and Applied Analysis
3 Journal of Applied Statistics
3 European Journal of Mechanics. A. Solids
3 Inverse Problems in Science and Engineering
3 Mathematical Geosciences
3 Mathematical Programming Computation
3 Science China. Mathematics
3 Statistics and Computing
2 Acta Mechanica
2 Applicable Analysis
2 Artificial Intelligence
2 Journal of the Mechanics and Physics of Solids
2 Bulletin of Mathematical Biology
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 Linear Algebra and its Applications
2 Numerical Linear Algebra with Applications
2 Journal of Inequalities and Applications
2 Chaos
2 4OR
2 Journal of Applied Logic
2 The Annals of Applied Statistics
2 Journal of Computational and Graphical Statistics
2 The Journal of Mathematical Neuroscience
2 Numerical Algebra, Control and Optimization
2 Journal of Theoretical Biology
2 Journal of the Operations Research Society of China
2 SIAM/ASA Journal on Uncertainty Quantification
2 Transactions of A. 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
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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)

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