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NEOS Interfaces to L-BFGS-B

WWW Form & Sample Submissions


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 Jorge Nocedal. 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 netlib collection.

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 here. Printing directed to standard output is returned to the user with the output.

Web Submission Form
Model File
Enter the location of the AMPL model (local file)
Data File
Enter the location of the AMPL data file (local file)
Commands File
Enter the location of the AMPL commands file (local file)
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.