LBFGS-B swMATH ID: 5142 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://www.eecs.northwestern.edu/~nocedal/lbfgsb.html Programming Languages: Fortran, Java, Matlab Keywords: large scale optimization; variable metric method; limited-memory algorithm; large nonlinear optimization problems Related Software: L-BFGS; L-BFGS-B; R; Adam; GitHub; SciPy; TRON; CUTEr; DiffSharp; Python; TensorFlow; DeepXDE; Ipopt; Matlab; EGO; CUTE; PyTorch; Scikit; XPINNs; FEniCS Cited in: 570 Documents 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 1,434 Authors 8 Sandu, Adrian 6 Genç, Ali İ. 5 Ghosh, Sujit Kumar 5 Jin, Bangti 5 Li, Donghui 4 Bermúdez, José D. 4 Brust, Johannes J. 4 Byrd, Richard H. 4 Cheng, Wanyou 4 Darve, Eric 4 Evje, Steinar 4 Gómez, Héctor Wladimir 4 Karniadakis, George Em 4 Kimiaei, Morteza 4 Li, Qing 4 Meyers, Johan 4 Mittal, Sanjay 4 Nocedal, Jorge 4 Pan, Shaohua 4 Pewsey, Arthur 4 Vercher, Enriqueta 4 Xiao, Yunhai 4 Xu, Kailai 4 Zhou, Zhi 3 Abramov, Rafail V. 3 Birgin, Ernesto G. 3 Bolfarine, Heleno 3 Carmichael, Gregory R. 3 Chen, Jein-Shan 3 Corberán-Vallet, Ana 3 Daescu, Dacian N. 3 Dharmavaram, Sanjay 3 Gain, Arun L. 3 Groenwold, Albert A. 3 He, Guoping 3 Kolda, Tamara Gibson 3 Krause, Mathias J. 3 Krislock, Nathan 3 Loukianova, Dasha 3 Lu, Lu 3 Marcia, Roummel F. 3 Martínez, José Mario 3 Mei, Yue 3 Norato, Julian A. 3 Oberai, Assad A. 3 Srinath, D. N. 3 Sun, Li 3 Thäter, Gudrun 3 Vandewalle, Stefan G. 3 Wei, Zengxin 3 Womersley, Robert S. 3 Zhang, Shanglong 3 Zhou, Guanglu 2 Aanonsen, Sigurd Ivar 2 Abe, Toshihiro 2 Barboza, Luis A. 2 Becker, Stephen R. 2 Betsch, Steffen 2 Bolancé, Catalina 2 Brunton, Steven L. 2 Burdakov, Oleg P. 2 Carman, Mark J. 2 Chai, Tianfeng 2 Challet, Damien 2 Chiang, Jyun-You 2 Cioaca, Alexandru 2 Comets, Francis M. 2 Constantinescu, Emil M. 2 Curtis, Frank E. 2 Czado, Claudia 2 Di Bernardino, Elena 2 Dierckx, Goedele 2 Ebner, Bruno 2 Egidi, Nadaniela 2 Erway, Jennifer B. 2 Eydinov, Dmitry 2 Falconnet, Mikael 2 Fang, Liang 2 Fang, Liang 2 Farbod, Davood 2 Fourestey, Gilles 2 Funke, Simon W. 2 Ganjali, Mojtaba 2 García-Rodríguez, José Antonio 2 Goegebeur, Yuri 2 Goenezen, Sevan 2 Gong, Qi 2 Gu, Tongxiang 2 Guillou, Armelle 2 Guo, Jiawei 2 Herty, Michael Matthias 2 Hong, David E. 2 Hrga, Timotej 2 Hu, Qingjie 2 Hu, Tianhao 2 Huang, Daniel Zhengyu 2 Kang, Wei 2 Kanzow, Christian 2 Keshavarz, Hossein 2 Kirschstein, Thomas ...and 1,334 more Authors all top 5 Cited in 194 Serials 35 Journal of Computational Physics 27 Computer Methods in Applied Mechanics and Engineering 19 Computational Optimization and Applications 14 SIAM Journal on Scientific Computing 13 Computational Statistics and Data Analysis 12 Computers & Mathematics with Applications 12 Biometrics 12 Journal of Applied Statistics 11 SIAM Journal on Optimization 10 Machine Learning 9 Inverse Problems 8 Journal of Computational and Applied Mathematics 8 European Journal of Operational Research 8 Quantitative Finance 7 Computers and Fluids 7 Journal of Optimization Theory and Applications 7 Computational Statistics 7 Statistics and Computing 7 SIAM/ASA Journal on Uncertainty Quantification 6 Journal of Fluid Mechanics 6 Journal of Multivariate Analysis 6 Journal of Statistical Planning and Inference 6 Mathematics and Computers in Simulation 6 Journal of Statistical Computation and Simulation 6 Optimization and Engineering 6 The Annals of Applied Statistics 5 Computer Physics Communications 5 Psychometrika 5 Computational Mechanics 5 Communications in Statistics. 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A 1 Physics Reports 1 Scandinavian Journal of Statistics 1 Mathematics of Computation 1 Biometrical Journal 1 BIT ...and 94 more Serials all top 5 Cited in 35 Fields 224 Statistics (62-XX) 176 Numerical analysis (65-XX) 150 Operations research, mathematical programming (90-XX) 101 Computer science (68-XX) 45 Fluid mechanics (76-XX) 42 Probability theory and stochastic processes (60-XX) 41 Biology and other natural sciences (92-XX) 40 Calculus of variations and optimal control; optimization (49-XX) 39 Partial differential equations (35-XX) 37 Mechanics of deformable solids (74-XX) 27 Geophysics (86-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Information and communication theory, circuits (94-XX) 11 Systems theory; control (93-XX) 8 Quantum theory (81-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 7 Ordinary differential equations (34-XX) 7 Dynamical systems and ergodic theory (37-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Optics, electromagnetic theory (78-XX) 4 Combinatorics (05-XX) 4 Integral equations (45-XX) 3 Measure and integration (28-XX) 3 Special functions (33-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Potential theory (31-XX) 2 Relativity and gravitational theory (83-XX) 1 Mathematical logic and foundations (03-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year