Hessian approximation history memory limit

Type : Integer

Range : {0..2147483647}

Default : 6

This option specifies the maximum size of the history for the limited quasi-Newton Hessian approximation. It determines the number of most recent iterations that are taken into account for the limited-memory quasi-Newton approximation.

Note

• This option is only used if the option Method for Hessian Computation has been set to ‘Quasi-Newton’, or to ‘Automatic’ and no Hessian is available in AIMMS.

Learn more about

• Method for Hessian computation