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
The user must submit a model in AMPL
format. Examples are provided in
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
option l-bfgs-b_options 'OPTIONS';