Are there any free GPU libraries or codes available in SDK or toolkit that can be used to solve optimization problem using methods like L-BFGS or Gauss Newton method which uses Hessian information ?
Sorry for the delay! QN methods(L-BFGS …) could be found implemented in cuml(RAPIDS). See https://github.com/rapidsai/cuml
Have you found other solutions since posting on 10/2?