4.5 Article

Remark on Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization

Journal

Publisher

ASSOC COMPUTING MACHINERY
DOI: 10.1145/2049662.2049669

Keywords

Design; Algorithms; Performance; Nonlinear programming; constrained optimization; infeasibility

Funding

  1. Asociacion Mexicana de Cultura AC
  2. CONACyT-NSF [J110.388/2006]
  3. National Science Foundation [DMS-0810213]
  4. Department of Energy [DE-FG02-87ER25047-A004]

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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.

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