25.4. Limited Memory Variable Metric Method

This method is the bound constrained variant of the LMVM method for unconstrained optimization. It uses projected gradients to approximate the Hessian -- eliminating the need for Hessian evaluations. The method can be set using TaoMethod tao_blmvm. The command TaoLMVMSetSize(), which sets the number of vectors to be used in the Hessian approximation, also applies to this method.