Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

[Development] Curvature condition in L-BFGS #35

Closed
sblauth opened this issue Apr 21, 2022 · 0 comments · Fixed by #158
Closed

[Development] Curvature condition in L-BFGS #35

sblauth opened this issue Apr 21, 2022 · 0 comments · Fixed by #158
Labels
question Further information is requested

Comments

@sblauth
Copy link
Owner

sblauth commented Apr 21, 2022

The curvature condition in the L-BFGS method says to discard the memory and re-start with steepest descent in case y \cdot s is not positive. To check this condition, we need a good relative (numerical) estimate, when this is "numerically close to 0". This should be further investigated.
@sblauth sblauth added the question Further information is requested label Apr 21, 2022
@sblauth sblauth mentioned this issue Jan 6, 2023
Merged
@sblauth sblauth changed the title Curvature condition in L-BFGS [Development] Curvature condition in L-BFGS Feb 13, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
question Further information is requested
Projects
None yet
Milestone
No milestone
Development

Successfully merging a pull request may close this issue.

Added damping for BFGS method sblauth/cashocs
1 participant
@sblauth