Limited-memory BFGS code by Ciyou Zhu, Richard Byrd, Peihuang Lu, and Jorge Nocedal, which can be found (in various translations) at various online sites: http://www.alglib.net/optimization/lbfgsb.php http://plato.asu.edu/ftp/other_software/toms778_f90.tar.gz Unfortunately, since it was published in ACM TOMS, it seems to be under the restrictive (semi-free) ACM copyright conditions. This was confirmed in a private email from the author, Prof. Nocedal. Therefore, we no longer use this code in NLopt. Fortunately, Prof. Luksan's PLIN.FOR code (see the luksan/ directory) is an independent implementation of the same algorithm, and is licensed under the LGPL. UPDATE: Nocedal has apparently gotten permission from ACM to distribute his L-BFGS code under the terms of the GPL: http://www.eecs.northwestern.edu/~nocedal/lbfgsb.html Therefore, it seems possible to re-incorporate this code into NLopt, and I will look into this for a future release. However, that will put NLopt under the terms of the GPL, so I will need to keep it as an optional package.