For large problems, the BFGS algorithm may not be feasible, since
it requires storing a matrix. The LBFGS (''L'' is for
''limited memory'') method is able to store all information for
updates in vectors, which substantially reduced memory requirements.
It may also be faster than the BFGS algorithm in some circumstances,
since it may use fewer floating point operations per iteration, depending
upon the size of the problem. While it will usually require more iterations
that BFGS, it may be faster if each iteration is faster. Liu and Nocecal
is a reference.