Dear Gayatri, the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method has complexity O(n2) where n is the number of variables; the L-BFGS method (see Nocedal, J. and S. J. Wright, Numerical Optimization) has complexity O(m n) where m is the number of steps stored in memory by parameter declaration. Gianluca
hi @Gayatri Parthasarathy sorry but ur name is mor difficult than mine. I'm doing an intership in INRA. france and I have acces to one the best cluster in this country, I am also using this algorithm but in fremfame++(c++) if you one i can ask my tutor to use to compile ur algorithm if you give me the data. (Sorry for my english, it's my fourth langage)