Limited Memory Size

Type

Integer

Range

{1..100}

Default

10

This option specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option. This option is only used if the option Hessian Computation Method is set to ‘Limited-memory BFGS Hessian’.

Larger values may give a more accurate, but more expensive, Hessian approximation. Smaller values may give a less accurate, but faster, Hessian approximation. When using the limited memory BFGS approach it is recommended to experiment with different values of this option.

Learn more about

• Hessian Computation Method