LMBOPT performs an approximate bound-constrained constrained local minimization of a smooth function of many continuous arguments, for which gradients are available.

The program was written by Morteza Kimiaei (University of Vienna). Please inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.

The gzipped tar file LMBOPT3.1.tar.gz contains the Matlab source code for Version 3.1 (6.2MB, March 17, 2021), a driver program driverLMBOPT.m showing its use, and the paper

This paper describes the method implemented and some test results. Please cite this paper when using this package in scientific work.

Older versions:

Global (and Local) Optimization
Statistics Links
Mathematical Software

my home page (http://www.mat.univie.ac.at/~neum)

Arnold Neumaier (Arnold.Neumaier@univie.ac.at)