specifies the number of Hessian corrections for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithms. The value of n can be any integer between 2 and 100. The default value is 7 corrections.

specifies the Armijo parameter (0, 1) for the line-search technique. The default value is 2.0E–3. See the section Line-Search Algorithm for details.

Note:The value of the LSARMIJO= option must be less than the value of the LSWOLFE= option.

specifies the Wolfe parameter (0, 1) for the line-search technique. The default value is 0.7. See the section Line-Search Algorithm for details.

Note:The value of the LSWOLFE= option must be greater than the value of the LSARMIJO= option.

specifies the maximum number of line-search iterations within one L-BFGS or conjugate gradient method. N can also be viewed as the maximum number of function evaluations. The value of N can be any number between 20 and 200. The default value is 200 iterations.

specifies that the solver stops after a maximum of N iterations. The value of N cannot exceed the largest four-byte, signed integer, which is . The default value is 1,000 iterations.

specifies an upper limit of seconds of real time for the optimization process. If you do not specify this option, the solver does not stop based on the amount of time elapsed. The time specified by the MAXTIME= option is checked only at the end of each iteration. The solver stops when the actual running time is greater than or equal to .

specifies an upper limit on the magnitude of the objective value. For a minimization problem, the solver stops when the objective value becomes less than ; for a maximization problem, the solver stops when the objective value exceeds . When this happens, it implies that either the problem is unbounded or the algorithm diverges. If optimization were allowed to continue, numerical difficulty might be encountered. The default value is E. The minimum acceptable value of is E. If the specified value of is less than E, the value is reset to the default value E.

specifies the desired tolerance of the relative gradient norm, which is defined as follows:

The solver stops when it finds a point where the relative gradient norm of the objective function is less than . See the section Conditions of Optimality for details. The value of this option is a positive real number. The default value is 1.0E–6.

specifies that the printing of the solution progress to the iteration log should occur after every iterations. The print frequency, , is an integer between zero and the largest four-byte, signed integer, which is . The value disables the printing of the progress of the solution. The first and last iterations are also displayed. The default value for this option is 1.

specifies the optimization technique. Valid keywords are as follows:

• FLETREEV
  uses the Fletcher-Reeves nonlinear conjugate gradient algorithm. See Fletcher (1987) for details.

• LBFGS
  uses the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm. This is the default solver. See the section Broyden-Fletcher-Goldfarb-Shanno (BFGS) Algorithm for details.

• POLRIB
  uses the Polak-Ribière nonlinear conjugate gradient algorithm. See Fletcher (1987) for details.

• CGTR
  uses the conjugate gradient method and a trust-region method to solve bound-constrained optimization problems. See Nocedal and Wright (1999) for details.