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LBFGS
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Jahanzaib:
Dear Expert
I have studied the LBFGS algorithms and found that during optimization it follow the following steps
• Minimizing Forces
• Compute the gradient
• Update the search directions
• Line search
• Update the variables and memory history
• Check convergences
I am still confused about LBFGS the how this step could be explain mathematically, Expert please guide me a bit
Anders Blom:
Maybe you already checked it out, but both https://en.wikipedia.org/wiki/Limited-memory_BFGS and https://stats.stackexchange.com/questions/284712/how-does-the-l-bfgs-work are very relevant. We use the Quasi-Newton approach, of course, snice we don't know the exact Hessian.
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