Remark on "algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization"

José Luis Morales*, Jorge Nocedal

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

199 Scopus citations

Abstract

This remark describes an improvement and a correction to Algorithm 778. It is shown that the performance of the algorithm can be improved significantly by making a relatively simple modification to the subspace minimization phase. The correction concerns an error caused by the use of routine dpmeps to estimate machine precision.

Original languageEnglish (US)
Article number7
JournalACM Transactions on Mathematical Software
Volume38
Issue number1
DOIs
StatePublished - Nov 1 2011

Keywords

  • Constrained optimization
  • Infeasibility
  • Nonlinear programming

ASJC Scopus subject areas

  • Software
  • Applied Mathematics

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