A Deep Numerical Study of BFGS and LBFGS Methods for Solving Optimization Problems Arising from Inverse Applications
摘要
Optimization algorithms are designed to find optimal solutions by minimizing or maximizing an objective function subject to constraints. The objective function, which may be non-linear, complex, or non-differentiable, defines the relationship between the system parameters and the desired outcome. This work focuses on numerical optimization techniques, specifically comparing the efficiency of Gradient Descent (GD), Broyden-Fletcher-Goldfarb-Shanno (BFGS), and Limited-memory BFGS (LBFGS) algorithms for problems arising from inverse or ill-conditioned scenarios.