optimizer_L_BFGS: L-BFGS Optimizer

In dirkschumacher/armacmp: Translate R Linear Algebra Code to Armadillo C++

Description

L-BFGS Optimizer

Usage

optimizer_L_BFGS(
  numBasis = 10,
  maxIterations = 10000,
  armijoConstant = 1e-04,
  wolfe = 0.9,
  minGradientNorm = 1e-06,
  factr = 1e-15,
  maxLineSearchTrials = 50,
  minStep = 1e-20,
  maxStep = 1e+20
)

Arguments

numBasis	Number of memory points to be stored (default 10)
maxIterations	Maximum number of iterations for the optimization (0 means no limit and may run indefinitely)
armijoConstant	Controls the accuracy of the line search routine for determining the Armijo condition
wolfe	Parameter for detecting the Wolfe condition
minGradientNorm	Minimum gradient norm required to continue the optimization
factr	Minimum relative function value decrease to continue the optimization
maxLineSearchTrials	The maximum number of trials for the line search (before giving up)
minStep	The minimum step of the line search
maxStep	The maximum step of the line search

dirkschumacher/armacmp documentation built on Oct. 22, 2021, 7:10 p.m.