The NEOS Server offers the solver L-BFGS-B to minimize functions subject only to simple bound constraints. Problems can be submitted to L-BFGS-B on the NEOS server in AMPL format.
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. It is based on L-BFGS-B by Ciyou Zhu, Richard Byrd, Peihuang Lu and Jorge Nocedal. Examples of models in AMPL format can be found in the netlib collection. For more information on the algorithm, please visit the L-BFGS-B webpage.
The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.
The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS. The commands file may include option settings for the solver. To specify solver options, add
solve
model
data
option l-bfgs-b_options 'OPTIONS';