Optim.jl vs scipy.optimize once again

I am not sure, the documentation is not very direct. But both which algorithm and how many steps of this algorithm are used at each iteration of LBFGS will affect the final result. Note that these options are very problem-specific (one may question why Optim has one set of defaults and Scipy another, and that probably has not deep reasons or maybe have been defined by some specific test set, and you can get very different final performances depending on the problem you are dealing with).

Optimization algorithms are like that, after choosing one, one has to figure out which is the parameter set of the method that best fits our problem, and by chance the default choice of one or other implementation may be better for our own case.

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