L-BFGS-B

Software for Large-scale Bound-constrained Optimization

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 version 2.1. The distribution file was last changed on 02/09/97.

(If you have an optimization problem with general constraints, try KNITRO^® )

Downloading and Installing L-BFGS-B

Condition for Use: 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 GNU Public License (GPL)

You are welcome to grab the full Unix distribution, containing source code, Makefiles and User Guide.

CLICK HERE TO DOWNLOAD THE L-BFGS-B DISTRIBUTION FILE

Save the gz file in a fresh subdirectory on your system. To install, first type

gunzip Lbfgsb.2.1.tar.gz

to produce a file Lbfgsb.2.1.tar. Then, type

tar -xvf Lbfgsb.2.1.tar

to create the directory Lbfgsb.2.1 containing the source code, Makefiles and User Guide.

Authors

Ciyou Zhu, Richard Byrd, Jorge Nocedal.

Test results comparing L-BFGS-B and MINOS can be found here

References

R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.