arXiv Machine Learning By Don Li

On the Condition Number Upper Bound of the L-BFGS Inverse Hessian Approximation Matrix with a Two-Sided Geometric Envelope Safeguarding Mechanism

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arXiv:2607. 05836v1 Announce Type: cross Abstract: The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs.

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On the Condition Number Upper Bound of the L-BFGS Inverse Hessian Approximation Matrix with a Two-Sided Geometric Envelope Safeguarding Mechanism

The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence.