José Luis Morales
Abstract
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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Digital Library
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- Gould, N. I. M., Orban, D., and Toint, P. L. 2003b. GALAHAD, A library of thread-safe fortran 90 packages for large-scale nonlinear optimization. ACM Trans. Math. Softw. 29, 4, 353--372. Google ScholarDigital Library
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- Zhu, C., Byrd, R. H., Lu, P., and Nocedal, J. 1997. Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization. ACM Trans. Math. Softw. 23, 4, 550--560. Google ScholarDigital Library
Index Terms
- Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”
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