Technical Documentation for L-BFGS for GPU-CUPA. Reference Manual and User Guide

In this document is described a L-BFGS subroutine for large-scale constrained optimization algorithm implemented in GPU-CUDA. Here is provided a brief description of the L-BFGS algorithm developed and a brief tour around the main steps of the subroutine is provided. Significant efforts have been made to make the subroutine documenting, so this note should be seen as a prelude to looking at the code itself.