XKTR_PARAM_LMSIZE
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Description
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Specifies the number of limited memory pairs stored when approximating the Hessian using the limited-memory quasi-Newton BFGS option.
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Type
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Integer
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Default value
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10
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Note
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The value must be between 1 and 100 and is only used with
XKTR_PARAM_HESSOPT = 6. 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 parameter.
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