Solver L-BFGS-B (AMPL input) minimizes functions subject only to simple-bound constraints. It is based on L-BFGS-B by Ciyou Zhu, Richard Byrd, Peihuang Lu and Jorge Nocedal. L-BFGS-B is a limited memory BFGS algorithm which is suitable for solving large problems and does not require any structure in the objective function. Click here for pointers to more information on the algorithm implemented in L-BFGS-B.
The model is specified by a model file and, optionally, a data file and a commands file. If the command file is specified it must contain the AMPL solve command.
The commands file can contain any AMPL command or set options for L-BFGS-B with, for example, option lbfgsb_options "pgtol=10e-06 maxit=50"; Printing directed to standard out is returned to the user with the output. Enter the location of the ampl model (local file) Model File:
option lbfgsb_options "pgtol=10e-06 maxit=50"
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