LMBOPT is limited memory method for unconstrained and bound constrained optimization.
The program was written by Morteza Kimiaei (University of Vienna). Please inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.
This directory contains
- the Matlab source code for Version 3.1 (September 16, 2021),
- a driver program driverLMBOPT.m showing its use,
- and the paper
M. Kimiaei and A. Neumaier, LMBOPT-- a limited memory method for bound constrained optimization, accepted in Mathematical Programming Computation (2021).
This paper describes the method implemented and some test results. Please cite this paper when using this package in scientific work.