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tmin
2013 Oct 09
1
Version of L-BFGS-B used in optim etc
Hi.
I just noticed the paper by Morales and Nocedal
Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale
Bound Constrained Optimization". TOMS 2011; 38(1): 7
http://www.ece.northwestern.edu/~morales/PSfiles/acm-remark.pdf
which describes a couple of improvements (speed and accuracy) to the
original Netlib code which AFAICT is that still used by optim()
via f2c.