Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization
Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization
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DOI：
10.1145/279232.279236
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发表时间：
1997-12-01
影响因子：
2.7
通讯作者：
Nocedal, J
中科院分区：
文献类型：
--
作者：
Zhu, CY;Byrd, RH;Nocedal, J
L-BFGS-B是一种有限内存算法，用于求解变量有简单界的大型非线性优化问题。它的目的是为问题，其中信息的海森矩阵是难以获得的，或为大型密集的问题。L-BFGS-B也可用于无约束问题，在这种情况下，其执行类似于其前任算法L-BFGS（Harwell例程VA 15）。该算法在Fortran 77中实现。
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 implemented in Fortran 77.