Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”

Author:

Morales José Luis1,Nocedal Jorge2

Affiliation:

1. Instituto Tecnológico Autónomo de México, Mexico

2. Northwestern University, Evanston, IL

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.

Funder

Consejo Nacional de Ciencia y Tecnología

U.S. Department of Energy

Division of Mathematical Sciences

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

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