LBFGSB
Software for Largescale Boundconstrained Optimization
LBFGSB is a limitedmemory quasiNewton code for boundconstrained
optimization, i.e. for problems where the only constraints
are of the form l<= x <= u.
The current release is version 3.0. The distribution file was
last changed on 02/08/11.
(If you have an optimization problem with general constraints,
try KNITRO^{®}
)
Downloading and Installing LBFGSB
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
You are welcome to grab the full Unix distribution, containing source code,
Makefiles and User Guide.
LBFGSB was upgraded on August 2, 2011 from version Lbfgsb.2.1 to version Lbfgsb.3.0 (see
reference 3. below).
Click here to download LBFGSB
version Lbfgsb.2.1
Click here to download LBFGSB
version Lbfgsb.3.0
Both versions can be installed using the same commands:
Save the gz file in a fresh subdirectory on your system. To install,
first type
gunzip Lbfgsb.m.n.tar.gz
to produce a file Lbfgsb.m.n.tar. Then, type
tar xvf Lbfgsb.m.n.tar
to create the directory Lbfgsb.m.n containing the source code,
Makefiles and User Guide.
Authors
Ciyou Zhu,
Richard Byrd,
Jorge Nocedal and
Jose Luis
Morales.
Test results comparing LBFGSB (version Lbfgsb.2.1) 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. 11901208.

C. Zhu, R. H. Byrd and J. Nocedal. LBFGSB:
Algorithm 778: LBFGSB, FORTRAN routines for large scale bound constrained
optimization (1997), ACM Transactions on Mathematical Software, Vol
23, Num. 4, pp. 550  560.

J.L. Morales and J. Nocedal.
LBFGSB:
Remark on Algorithm 778: LBFGSB, FORTRAN routines for large scale bound constrained
optimization (2011), to appear in ACM Transactions on Mathematical Software.