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<title> L-BFGS-B Nonlinear Optimization Code </title>
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<h1>
L-BFGS-B</h1>
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<h3>
Software for Large-scale Bound-constrained Optimization</h3>
L-BFGS-B is a limited-memory quasi-Newton code for bound-constrained
optimization, i.e. for problems where the only constraints
are of the form l<= x <= u.
The current release is <b>version 3.0</b>. The distribution file was
last changed on <b>02/08/11</b>.
<br /> <br />
(If you have an optimization problem with general constraints,
try <a href="http://www.ziena.com/knitro.htm"><strong>KNITRO<sup>®</sup>
</strong></a> )<br />
<h3>
Downloading and Installing L-BFGS-B</h3>
<blockquote><i><blink><font color="#000099">Condition for Use:</font></blink></i>
This software is freely available, but we expect that all publications
describing work using this software , or all commercial products
using it, quote at least one of the references given below. This software
is released under the BSD License</blockquote>
You are welcome to grab the full Unix distribution, containing source code,
Makefiles and User Guide.
<p>
L-BFGS-B was upgraded on August 2, 2011 from version Lbfgsb.2.1 to version Lbfgsb.3.0 (see
reference 3. below). <p><b><a href="Software/Lbfgsb.2.1.tar.gz">Click here to download L-BFGS-B
version Lbfgsb.2.1</a></b>
<p><b><a href="Software/Lbfgsb.3.0.tar.gz">Click here to download L-BFGS-B
version Lbfgsb.3.0</a></b>
<p>Both versions can be installed using the same commands:
<p>Save the gz file in a fresh subdirectory on your system. To install,
first type
<blockquote><tt>gunzip Lbfgsb.m.n.tar.gz</tt></blockquote>
to produce a file <tt>Lbfgsb.m.n.tar</tt>. Then, type
<blockquote><tt>tar -xvf Lbfgsb.m.n.tar</tt></blockquote>
to create the directory <tt>Lbfgsb.m.n</tt> containing the source code,
Makefiles and User Guide.
<h3>
Authors</h3>
<blockquote><a href="http://www.ece.nwu.edu/~ciyou">Ciyou Zhu</a>,
Richard Byrd,
<a href="http://www.ece.northwestern.edu/~nocedal">Jorge Nocedal</a> and
<a href="http://www.ece.northwestern.edu/~morales">Jose Luis
Morales</a>.
</blockquote>
Test results comparing L-BFGS-B (version Lbfgsb.2.1) and MINOS can be found <a href="http://www.ece.northwestern.edu/~nocedal/testing.html">here</a>
<p><b>References</b>
<ol>
<li>
R. H. Byrd, P. Lu and J. Nocedal. <a href="http://www.ece.northwestern.edu/~nocedal/PSfiles/limited.ps.gz">A
Limited Memory Algorithm for Bound Constrained Optimization</a>, (1995),
SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.</li>
<li>
C. Zhu, R. H. Byrd and J. Nocedal. <a href="http://www.ece.northwestern.edu/~nocedal/PSfiles/lbfgsb.ps.gz">L-BFGS-B:
Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained
optimization</a> (1997), ACM Transactions on Mathematical Software, Vol
23, Num. 4, pp. 550 - 560.</li>
<li>
J.L. Morales and J. Nocedal.
<a href="http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf">L-BFGS-B:
Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained
optimization</a> (2011), to appear in ACM Transactions on Mathematical Software.</li>
</ol>
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