Limited Memory Variable Metric method is a quasi-Newton optimization solver for unconstrained minimization. It solves the Newton step Hkdk = - gk using an approximation Bk in place of Hk, where Bk is composed using
the BFGS update formula. A More-Thuente line search is then used
to computed the steplength in the dk direction
Options Database Keys
-tao_lmvm_recycle
- enable recycling LMVM updates between TaoSolve() calls
-tao_lmvm_no_scale
- (developer) disables diagonal Broyden scaling on the LMVM approximation