Algorithm 778: L-BFGS-B
1997/12/01 by Ciyou Zhu, Richard H. Byrd, Peihuang Lu +1 · 3,482 citations
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Algorithm #Applied mathematics #Broyden–Fletcher–Goldfarb–Shanno algorithm #Computer science #Fortran #Hessian matrix #Mathematical optimization #Mathematics #Matrix (chemical analysis) #Matrix Theory and Algorithms #Newton's method #Nonlinear system #Numerical Methods and Algorithms #Programming language #Quasi-Newton method #Simple (philosophy)
paper · pdf · doi:10.1145/279232.279236
published in ACM Transactions on Mathematical Software 23(4), 550-560 (Association for Computing Machinery)
openalex publication_date 1997/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06
Abstract
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 predessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.
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