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.