arxivmath.OCcs.LGmath.NA2026-07-07
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…