Initialization strategy for the limited memory quasi-Newton approximation.
Determines how the diagonal Matrix B_0 as the
first term in the limited memory approximation
should be computed.
The default value for this string option is "scalar1".
- scalar1: sigma = sTy/sTs
- scalar2: sigma = yTy/sTy
- scalar3: arithmetic average of scalar1 and scalar2
- scalar4: geometric average of scalar1 and scalar2
- constant: sigma = limited_memory_init_val