Functions/Subroutines
subroutine	lbfgs_sub (n, factr_in, pgtol_in, x)
	Limited memory BFGS unconstrained optimization code as callable subroutine. More...

Function/Subroutine Documentation

subroutine lbfgs_sub	(	integer, intent(in)	n,
		real(kind=dp), intent(in)	factr_in,
		real(kind=dp), intent(in)	pgtol_in,
		real(kind=dp), dimension(n), intent(inout)	x
	)

Limited memory BFGS unconstrained optimization code as callable subroutine.

L-BFGS-B is a code for solving large nonlinear optimization problems with simple bounds on the variables.

The code can also be used for unconstrained problems and is as efficient for these problems as the earlier limited memory code L-BFGS.

This is the simplest driver in the package. It uses all the default settings of the code.

 References:

    [1] R. H. Byrd, P. Lu, J. Nocedal and C. Zhu, ``A limited
    memory algorithm for bound constrained optimization'',
    SIAM J. Scientific Computing 16 (1995), no. 5, pp. 1190--1208.

    [2] C. Zhu, R.H. Byrd, P. Lu, J. Nocedal, ``L-BFGS-B: FORTRAN
    Subroutines for Large Scale Bound Constrained Optimization''
    Tech. Report, NAM-11, EECS Department, Northwestern University,
    1994.


      (Postscript files of these papers are available via anonymous
       ftp to eecs.nwu.edu in the directory pub/lbfgs/lbfgs_bcm.)

                          *  *  *

     March 2011   (latest revision)
     Optimization Center at Northwestern University
     Instituto Tecnologico Autonomo de Mexico

     Jorge Nocedal and Jose Luis Morales

Parameters

[in]	n	the size of the state vector
[in]	factr_in	the factr tolerance in the stopping criteria
[in]	pgtol_in	the pgtol tolerance in the stopping criteria
[in,out]	x	on entry the initial guess, on exit the optimized state vector

Definition at line 198 of file lbfgs_sub.f90.

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Functions/Subroutines

Function/Subroutine Documentation