L-BFGS is a well-known and widely-used optimization algorithm for smooth and unconstrained optimization problems. It was originally implemented in Fortran, and also has some more recent implementations including libLBFGS and my own LBFGS++. The Fortran code was written more than 30 years ago, and looks a bit exotic from today’s perspective. However, it is still one of the most stable and mature implementations of the L-BFGS algorithm, and is typically used as a baseline in testing and benchmarking.

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Yixuan Qiu

Statistics, Data, and Programming

Associate Professor