Does fmincon implement any types of self-scaling approach for BFGS or LBFGS?

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H R
H R 2016 年 6 月 19 日
編集済み: H R 2016 年 6 月 19 日
Do you have any idea that if matlab's fmincon with "BFGS" and "L-BFGS" is using any type of self-scaling of Hessian at each iteration before Hessian update? I appreciate if you please let me know if they use any particular approach with a reference.

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