This is the default. DDFP performs the dual Davidon, Fletcher, and Powell (DFP) update of the Cholesky factor of the Hessian matrix. BFGS performs the original BFGS update of the inverse Hessian ...
If the computation of the Hessian matrix is computationally expensive ... the original quasi-Newton algorithm that updates an approximation of the inverse Hessian the dual quasi-Newton algorithm that ...
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