Is there a worked-out example of L-BFGS / L-BFGS-B?

[chintanp]

I have seen the implementation of L-BFGS-B by authors in Fortran and ports in several languages. I am trying to implement the algorithm on my own.

I am having difficulty grasping a few steps. Is there a worked out example using L-BFGS or L-BFGS-B ? Something similar to http://www.cas.mcmaster.ca/~cs4te3/tutorials/BFGS.pdf explaining the output of each step in an iteration for a simple problem.

 

[mathman]

Try computer science forum