中文说明:大规模优化算法LBFGS:基于拟牛顿法BFGS算法的改进。L-BFGS算法的基本思想是:算法只保存并利用最近m次迭代的曲率信息来构造海森矩阵的近似矩阵。
English Description:
Large scale optimization algorithm lbfgs: an improvement of BFGS algorithm based on Quasi Newton method. The basic idea of l-bfgs algorithm is: the algorithm only saves and uses the curvature information of the last m iterations to construct the approximation matrix of Hessian matrix.