×

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; TensorFlow; Ipopt; CUTE; DiffSharp; EGO; Matlab; CUTEst; PRMLT; LANCELOT; DiceOptim; DiceKriging
Cited in: 476 Documents
all top 5

Cited by 1,156 Authors

8 Sandu, Adrian
6 Genç, Ali İ.
5 Ghosh, Sujit Kumar
4 Bermúdez, José D.
4 Byrd, Richard H.
4 Darve, Eric
4 Fang, Liang
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 Gain, Arun L.
3 Groenwold, Albert A.
3 He, Guoping
3 Karniadakis, George Em
3 Kolda, Tamara Gibson
3 Krislock, Nathan
3 Loukianova, Dasha
3 Martínez, José Mario
3 Mei, Yue
3 Meyers, Johan
3 Norato, Julian A.
3 Oberai, Assad A.
3 Srinath, D. N.
3 Sun, Li
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 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 Hrga, Timotej
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 Kutz, J. Nathan
2 Kyung, Minjung
2 Latouche, Pierre
2 Leiva, Víctor
2 Letham, Benjamin
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
...and 1,056 more Authors
all top 5

Cited in 178 Serials

31 Journal of Computational Physics
19 Computer Methods in Applied Mechanics and Engineering
19 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 Computers & Mathematics with Applications
9 Machine Learning
8 Journal of Computational and Applied Mathematics
8 Quantitative Finance
7 Biometrics
7 Journal of Optimization Theory and Applications
7 Computational Statistics
7 European Journal of Operational Research
6 Computers and Fluids
6 Inverse Problems
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 Journal of Mathematical Imaging and Vision
5 Electronic Journal of Statistics
5 The Annals of Applied Statistics
5 SIAM/ASA Journal on Uncertainty Quantification
4 Journal of Fluid Mechanics
4 Psychometrika
4 Computational Mechanics
4 Journal of Global Optimization
4 Communications in Statistics. Simulation and Computation
4 SIAM Review
4 International Journal of Computer Vision
4 Computational and Applied Mathematics
4 Optimization Methods & Software
4 Computational Geosciences
4 Optimization and Engineering
4 Optimization Letters
4 Journal of Computational and Graphical Statistics
4 Statistics and Computing
3 Physica A
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 Quantum Information Processing
3 AStA. Advances in Statistical Analysis
3 Mathematical Geosciences
3 Journal of Theoretical Biology
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 Physica D
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 The Journal of Mathematical Neuroscience
2 SIAM Journal on Mathematics of Data Science
2 INFOR: Information Systems and Operational Research
1 Acta Mechanica
1 The American Statistician
1 Artificial Intelligence
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 Mathematica Slovaca
1 Operations Research
1 Ricerche di Matematica
1 SIAM Journal on Numerical Analysis
1 Statistica
1 Theoretical Population Biology
1 Statistics & Probability Letters
1 Applied Mathematics and Mechanics. (English Edition)
...and 78 more Serials
all top 5

Cited in 36 Fields

193 Statistics (62-XX)
144 Numerical analysis (65-XX)
130 Operations research, mathematical programming (90-XX)
68 Computer science (68-XX)
38 Probability theory and stochastic processes (60-XX)
36 Biology and other natural sciences (92-XX)
34 Calculus of variations and optimal control; optimization (49-XX)
33 Fluid mechanics (76-XX)
28 Partial differential equations (35-XX)
28 Mechanics of deformable solids (74-XX)
22 Geophysics (86-XX)
16 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
15 Information and communication theory, circuits (94-XX)
10 Systems theory; control (93-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
7 Dynamical systems and ergodic theory (37-XX)
6 Statistical mechanics, structure of matter (82-XX)
5 Quantum theory (81-XX)
4 Combinatorics (05-XX)
4 Ordinary differential equations (34-XX)
4 Integral equations (45-XX)
4 Optics, electromagnetic theory (78-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 General and overarching topics; collections (00-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