LMTR suite for unconstrained optimization
Oleg Burdakov, Lujin Gong, Ya-xiang Yuan, Spartak Zikrin
distributed and maintained by Oleg Burdakov and Serge Gratton

LMTR is distributed under the terms of the GNU General Public License 2.0. Permission to use, copy, modify, and distribute this software for any purpose without fee is hereby granted, provided that this entire notice is included in all copies of any software which is or includes a copy or modification of this software and in all copies of the supporting documentation for such software. This software is being provided ”as is”, without any express or implied warranty. In particular, the authors do not make any representation or warranty of any kind concerning the merchantability of this software or its fitness for any particular purpose.”

This package containts limited memory trust-region and line-search algorithms implemented in MATLAB. The algorithms are described in ”On Efficiently Combining Limited Memory and Trust-Region Techniques”, Mathematical Programming Computation (2017) Vol. 9, no 1, pp. 101-134 https://doi.org/10.1007/s12532-016-0109-7 (or download technical report) Please send an email to LMTR project if you encounter any problems or bugs.

We maintain the following Matlab codes making use of auxiliary routines available here, to be first installed .

For more information on each algorithm below and an example of use, type ”help ALGORITHMNAME”, "help LBFGS_TR" for example.