Numerical Optimization: Understanding L-BFGS (opens in new tab)

Firefox 33.1.1 on Mac OS 10.10.1. Initially it would get stuck looking like: http://imgur.com/DhXAmI7

After refreshing the page a few times, all the formulae rendered correctly. In Safari things rendered correctly immediately.

Typo is fixed, thanks!

I think that's explicitly mentioned in the Quasi-Newton section that you only need to implicitly multiply and not form the matrix.

In practice you only need to do $H^{-1} g$; L-BFGS stores the {s_k} and {y_k} vectors which allow you to do the $H^{-1} g$ directly rather than needing to ever form the hessian or its inverse. There are techniques that aren't BFGS-based which approximate the hessian rather than the inverse and in that case you'd be better off solving.