Hi all,
I'm trying to figure out the effective differences between BFGS and L-BFGS-B
are, besides the obvious that L-BFGS-B should be using a lot less memory,
and the user can provide box constraints.
1) Why would you ever want to use BFGS, if L-BFGS-B does the same thing but
use less memory?
2) If i'm optimizing with respect to a variable x that must be non-negative,
a common approach is to do a change of variables x = exp(y), and optimize
unconstrained with respect to y. Is optimization using box constraints on
x, likely to produce as good a result as unconstrained optimization on y?
- Brian.
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