Renew Julia codes from https://github.com/pevnak/LMBM
See file test/runtests.jl
[1] N. Karmitsa, "LMBM — FORTRAN Subroutines for Large-Scale Nonsmooth Minimization: User's Manual", TUCS Technical Report, No. 856, Turku Centre for Computer Science, Turku, 2007.
[2] N. Haarala, K. Miettinen, M. M. Mäkelä, "Globally Convergent Limited Memory Bundle Method for Large-Scale Nonsmooth Optimization" (author version), Mathematical Programming, Vol. 109, No. 1, 2007, 181-205. The original publication is available online at www.springerlink.com.
[3] M. Haarala, K. Miettinen, M. M. Mäkelä, "New Limited Memory Bundle Method for Large-Scale Nonsmooth Optimization" (author version), Optimization Methods and Software, Vol. 19, No. 6, 2004, 673-692. The original publication is available online at http://journalsonline.tandf.co.uk.
[4] M. Haarala, "Large-Scale Nonsmooth Optimization: Variable Metric Bundle Method with Limited Memory", Doctoral Thesis, Department of Mathematical Information Technology, University of Jyväskylä, Jyväskylä, 2004.