math.OC · 2026-07-08 · No. 47

Optimization and Control, 2026-07-08.

1 new papers in math.OC. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    On the Condition Number Upper Bound of the L-BFGS Inverse Hessian Approximation Matrix with a Two-Sided Geometric Envelope Safeguarding Mechanism

    Don Li

    math.OC · cs.LG · math.NA

    The limited-memory BFGS (L-BFGS) algorithm is a cornerstone of large-scale optimization due to its linear memory and computational costs. However, in ill-conditioned or non-convex landscapes, the implicit inverse Hessian approximation can suffer from an exploding condition number, leading to numerical instability and degraded convergence. To address this, we propose Two-Sided L-BFGS, a safeguarded variant that dynamically constrains the...

    arxiv.org/abs/2607.05836 · PDF

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