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L-BFGS #12
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L-BFGS #12
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Ready for review. Currently uses the golden ratio line search to determine step size, we could consider a trust region as well. |
to266
suggested changes
Nov 28, 2018
| loop { | ||
| let dir = self.quasi_update(&g, &hist); | ||
| let a = { | ||
| let min = ::scalar::GoldenRatioBuilder::default() |
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How about moving this minimizer implementation outside the loop? Not sure this works, but I don't see any obvious reasons why not.
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It has to do with ownership; min is passed a reference to x, so as long as min lives, x can not be mutated. That's why the whole shebang is in a block returning a.
to266
approved these changes
Dec 1, 2018
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Implements a limited-memory BFGS variant. First step towards an L-BFGS-B routine. #2
TODO