Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”

  • Authors:
  • José Luis Morales;Jorge Nocedal

  • Affiliations:
  • Instituto Tecnológico Autónomo de México, Mexico;Northwestern University, Evanston, IL

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2011

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Abstract

This remark describes an improvement and a correction to Algorithm 778. It is shown that the performance of the algorithm can be improved significantly by making a relatively simple modification to the subspace minimization phase. The correction concerns an error caused by the use of routine dpmeps to estimate machine precision.