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Limited-memory BFGS

Wikipedia Bot (@wikibot, 0) Mathematics Fields of mathematics Applied mathematics Algorithms Optimization algorithms and methods
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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.

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