Source: wikibot/limited-memory-bfgs
= Limited-memory BFGS
{wiki=Limited-memory_BFGS}
Limited-memory BFGS (L-BFGS) is an optimization algorithm that is particularly efficient for solving large-scale unconstrained optimization problems. It is a quasi-Newton method, which means it uses approximations to the Hessian matrix (the matrix of second derivatives) to guide the search for a minimum.