NORTHWESTERN UNIVERSITY Department of Electrical Engineering and Computer Science L BFGS B FORTRAN SUBROUTINES FOR LARGE SCALE BOUND CONSTRAINED OPTIMIZATION by
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چکیده
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 di cult 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 predecessor algorithm L BFGS Harwell routine VA The algorithm is implemented in Fortran
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L-bfgs-b { Fortran Subroutines for Large-scale Bound Constrained Optimization
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 di cult 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 predecessor algorithm L BFGS Harwell routine VA Th...
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