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.
is freely available for educational or commercial purposes. We expect that
all publications describing work using this software quote at least one
of the references given below. This software is released under the BSD License
CLICK HERE TO DOWNLOAD THE
Save the gz file in a fresh subdirectory on your system. To install,
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.
J. Nocedal. Updating Quasi-Newton Matrices with Limited Storage (1980),
Mathematics of Computation 35, pp. 773-782.
D.C. Liu and J. Nocedal. On the Limited Memory Method for Large Scale Optimization
(1989), Mathematical Programming B, 45, 3, pp. 503-528.
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