The NEOS Server offers the solver L-BFGS-B to minimize functions subject
only to simple bound constraints. It is based on L-BFGS-B
by Ciyou Zhu, Richard Byrd, Peihuang Lu and
L-BFGS-B is a limited memory BFGS algorithm that is suitable for
solving large problems and does not require any structure in the objective function. Click here
for pointers to more information on the algorithm implemented in L-BFGS-B.
Using the NEOS Server with L-BFGS-B
The user must submit a model in AMPL
format to solve a bound constrained optimization problem. Examples of models in AMPL format can be found in the
The bound constrained problem must be specified by a model file with the options
of a data file and a commands file. If the commands file is specified,
it must contain the AMPL solve; command. However, the commands file
must not contain the model or data commands. The model
and data files are renamed internally by NEOS.
The commands file may include options settings along with AMPL commands.
To specify solver options, add
option lbfgsb_options "OPTIONS";
where OPTIONS is a list of one or more of the L-BFGS-B options, available
Printing directed to standard output is returned to the user with the output.