LBFGS_SCALE_HESSIAN
LBFGS_SCALE_HESSIAN
setting improves
optimization by adjusting initial inverse Hessian approximations.
The setting adjusts the initial approximation of the inverse Hessian at the
beginning of each iteration.
If
the value is LBFGS_SCALE_HESSIAN_ENABLE
, then the initial inverse
Hessian is approximated with Oren-Luenberger
scaling.
If it is LBFGS_SCALE_HESSIAN_DISABLE
, identity is used as the initial
approximation of the inverse Hessian at the beginning of each iteration.
Related Topics