[ase-users] LBFGS reference

Tao Jiang tjiang at fysik.dtu.dk
Thu Mar 10 10:44:26 CET 2011


Hi Jakob,

For LBFGS itself, the paper from Nocedal is good enough. As for the line search with Wolfe conditions used by LBFGS algorithm, 
I would refer to "Numerical optimization", Nocedal, J. and Wright, S., Springer, 1999.

/TJ


On Mar 10, 2011, at 10:12 AM, Jakob Schiøtz wrote:

> Hi,
> 
> Is there a standard paper to reference when using the LBFGS algorithm?  I found these on wikipedia, but conceivably our variant of the algorithm could have been improved since then.
> 
> Matthies, H.; Strang, G. (1979). "The solution of non linear finite element equations". International Journal for Numerical Methods in Engineering 14: 1613–1626.doi:10.1002/nme.1620141104.
> 
> Nocedal, J. (1980). "Updating Quasi-Newton Matrices with Limited Storage". Mathematics of Computation 35: 773–782. doi:10.1090/S0025-5718-1980-0572855-7.
> 
> 
> Jakob
> 
> 
> --
> Jakob Schiøtz, Ph.D.
> Associate professor (lektor)
> Study leader, M.Sc. in Physics and Nanotechnology
> (kandidatstudieleder, Fysik og Nanoteknologi)
> CINF, Department of Physics
> Technical University of Denmark
> DK-2800 Kongens Lyngby, Denmark
> http://www.cinf.dtu.dk/~schiotz/
> 
> 
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