l-bfgs limited-memory bfgs for large-scale problems with implicit matrix representations

MaRDI QIDQ6825385FDO

Stores a small window of correction pairs to scale to very high dimensions; common in large-scale smooth optimization.

Described by source

• CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization

Implemented by

• SciPy optimize module implementing BFGS, L-BFGS-B, Nelder-Mead, trust-region Newton variants, Levenberg-Marquardt and related solvers

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