×

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; TRON; CUTEr; SciPy; Adam; GitHub; Python; Ipopt; TensorFlow; CUTE; PRMLT; Matlab; LANCELOT; DiffSharp; FEniCS; EGO; TAPENADE; KELLEY
Cited in: 447 Publications
all top 5

Cited by 1,088 Authors

8 Sandu, Adrian
5 Genç, Ali İ.
4 Bermúdez, José D.
4 Byrd, Richard H.
4 Darve, Eric
4 Ghosh, Sujit Kumar
4 Gómez, Héctor Wladimir
4 Kimiaei, Morteza
4 Li, Donghui
4 Mittal, Sanjay
4 Nocedal, Jorge
4 Pan, Shaohua
4 Pewsey, Arthur
4 Vercher, Enriqueta
4 Xiao, Yunhai
4 Xu, Kailai
3 Abramov, Rafail V.
3 Birgin, Ernesto G.
3 Bolfarine, Heleno
3 Brust, Johannes J.
3 Carmichael, Gregory R.
3 Chen, Jein-Shan
3 Cheng, Wanyou
3 Corberán-Vallet, Ana
3 Daescu, Dacian N.
3 Fang, Liang
3 Gain, Arun L.
3 Groenwold, Albert A.
3 He, Guoping
3 Karniadakis, George Em
3 Kolda, Tamara Gibson
3 Loukianova, Dasha
3 Martínez, José Mario
3 Mei, Yue
3 Norato, Julian A.
3 Oberai, Assad A.
3 Srinath, D. N.
3 Sun, Li
3 Wei, Zengxin
3 Zhang, Shanglong
3 Zhou, Guanglu
2 Aanonsen, Sigurd Ivar
2 Abe, Toshihiro
2 Barboza, Luis A.
2 Becker, Stephen R.
2 Bolancé, Catalina
2 Brunton, Steven L.
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 Dharmavaram, Sanjay
2 Dierckx, Goedele
2 Egidi, Nadaniela
2 Eydinov, Dmitry
2 Falconnet, Mikael
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 Guillou, Armelle
2 Herty, Michael Matthias
2 Hong, David
2 Hu, Qingjie
2 Huang, Daniel Zhengyu
2 Kang, Wei
2 Kanzow, Christian
2 Keshavarz, Hossein
2 Kirschstein, Thomas
2 Klar, Axel
2 Klemens, Fabian
2 Klug, Andreas
2 Krause, Mathias J.
2 Krislock, Nathan
2 Kutz, J. Nathan
2 Latouche, Pierre
2 Leiva, Víctor
2 Leyffer, Sven
2 Linder, Daniel F.
2 Lio, Yuh Long
2 Liu, Wanquan
2 Loukianov, Oleg
2 Lu, Lu
2 Lu, Peihuang
2 Maitra, Ranjan
2 Malick, Jérôme
2 Maponi, Pierluigi
2 Marcia, Roummel F.
2 Matias, Catherine
2 Meng, Xuhui
2 Métivier, Ludovic
2 Meyers, Johan
...and 988 more Authors
all top 5

Cited in 166 Serials

28 Journal of Computational Physics
19 Computer Methods in Applied Mechanics and Engineering
17 Computational Optimization and Applications
12 Journal of Applied Statistics
10 Computational Statistics and Data Analysis
10 SIAM Journal on Optimization
10 SIAM Journal on Scientific Computing
9 Machine Learning
8 Computers & Mathematics with Applications
8 Journal of Computational and Applied Mathematics
8 Quantitative Finance
7 Biometrics
7 Computational Statistics
7 European Journal of Operational Research
6 Computers and Fluids
6 Inverse Problems
6 Journal of Optimization Theory and Applications
6 Journal of Statistical Planning and Inference
5 Journal of Multivariate Analysis
5 Mathematics and Computers in Simulation
5 Communications in Statistics. Theory and Methods
5 Journal of Statistical Computation and Simulation
5 SIAM/ASA Journal on Uncertainty Quantification
4 Journal of Fluid Mechanics
4 Computational Mechanics
4 Journal of Global Optimization
4 Communications in Statistics. Simulation and Computation
4 SIAM Review
4 Journal of Mathematical Imaging and Vision
4 International Journal of Computer Vision
4 Computational and Applied Mathematics
4 Optimization Methods & Software
4 Computational Geosciences
4 Optimization and Engineering
4 The Annals of Applied Statistics
4 Journal of Computational and Graphical Statistics
4 Statistics and Computing
3 Physica A
3 Psychometrika
3 Annals of the Institute of Statistical Mathematics
3 Applied Mathematics and Optimization
3 Revista Colombiana de Estadística
3 Applied Mathematical Modelling
3 Statistical Papers
3 Mathematical Methods of Operations Research
3 Journal of Machine Learning Research (JMLR)
3 AStA. Advances in Statistical Analysis
3 Electronic Journal of Statistics
3 Mathematical Geosciences
3 Journal of Theoretical Biology
2 Artificial Intelligence
2 Journal of Mathematical Analysis and Applications
2 Bulletin of Mathematical Biology
2 Applied Mathematics and Computation
2 International Journal for Numerical Methods in Engineering
2 Numerische Mathematik
2 Insurance Mathematics & Economics
2 Computers & Operations Research
2 International Journal of Information and Management Sciences
2 Applications of Mathematics
2 Stochastic Processes and their Applications
2 Mathematical Programming. Series A. Series B
2 Test
2 Mathematical Problems in Engineering
2 Chaos
2 Communications in Nonlinear Science and Numerical Simulation
2 Statistical Modelling
2 Mathematical Biosciences and Engineering
2 Journal of the Korean Statistical Society
2 Optimization Letters
2 The Journal of Mathematical Neuroscience
2 SIAM Journal on Mathematics of Data Science
1 Computer Physics Communications
1 General Relativity and Gravitation
1 International Journal for Numerical Methods in Fluids
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Physics Letters. A
1 Physics Reports
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 ACM Transactions on Mathematical Software
1 Fuzzy Sets and Systems
1 Information Sciences
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Kybernetika
1 Operations Research
1 Ricerche di Matematica
1 SIAM Journal on Numerical Analysis
1 Theoretical Population Biology
1 Statistics & Probability Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Bulletin of the Iranian Mathematical Society
1 Physica D
1 Applied Numerical Mathematics
1 Econometric Reviews
1 SIAM Journal on Matrix Analysis and Applications
1 Journal of the Japanese Society of Computational Statistics
1 Neural Networks
...and 66 more Serials

Citations by Year