ALGORITHM-778 - L-BFGS-B - FORTRAN SUBROUTINES FOR LARGE-SCALE BOUND-CONSTRAINED OPTIMIZATION

L-BFGS-B is a limited-memory algorithm for solving large nonlinear opt imization problems subject to simple bounds on the variables. It is in tended for problems in which information on the Hessian matrix is diff icult to obtain, or for large dense problems. L-BFGS-B can also be use d for unconstrained problems and in this case performs similarly to it s predecessor, algorithm L-BFGS (Harwell routine VA15). The algorithm is implemented in Fortran 77.