L-BFGS-B is a collection of Fortran 77 routines for solving nonlinear optimization problems with bound constraints on the variables. One of the key features of the nonlinear solver is that the Hessian is not needed. I've designed an interface to the L-BFGS-B solver so that it can be called like any other function in MATLAB.
Peter Carbonetto (2022). MATLAB interface for L-BFGS-B (https://www.mathworks.com/matlabcentral/fileexchange/15061-matlab-interface-for-l-bfgs-b), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired: LBFGSB (L-BFGS-B) mex wrapper
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!