diff --git a/src/lbfgsb.jl b/src/lbfgsb.jl index 8754d8627..5c87a0be8 100644 --- a/src/lbfgsb.jl +++ b/src/lbfgsb.jl @@ -1,5 +1,17 @@ using Optimization.SciMLBase, LBFGSB +""" +$(TYPEDEF) + +L-BFGS-B Nonlinear Optimization Code from [LBFGSB](https://github.com/Gnimuc/LBFGSB.jl/tree/master). +It is a quasi-Newton optimization algorithm that supports bounds. + +References + +- R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208. +- C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560. +- J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), to appear in ACM Transactions on Mathematical Software. +""" @kwdef struct LBFGS m::Int=10 end