Algorithm 778: L-BFGS-B
1997/12/01 by Ciyou Zhu, Richard H. Byrd, Peihuang Lu +1 · 153 citations
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Numerical Methods and Algorithms
paper · pdf · doi:10.1145/279232.279236
openalex publication_date 1997/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/31
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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