Software for Large-scale Unconstrained Optimization

L-BFGS is a limited-memory quasi-Newton code for unconstrained optimization. The code has been developed at the Optimization Center, a joint venture of Argonne National Laboratory and Northwestern University.

Downloading and Installing L-BFGS

You are welcome to grab the full Unix distribution, containing source code, makefile, and user guide. CLICK HERE TO DOWNLOAD THE L-BFGS   DISTRIBUTION FILE

Save the gz file in a fresh subdirectory on your system. To install, first type

gunzip lbfgs_um.tar.gz
to produce a file lbfgs_um.tar.  Then, type
tar -xvf lbfgs_um.tar
to have the source code, makefile and user guide put in the current directory.


Jorge Nocedal


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