0000326: IMPLEMENTED: improved L-BFGS optimizer

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Severity

Reproducibility

Date Submitted

Last Update

0000326

[ALGLIB] Optimization

feature

have not tried

2010-04-12 11:22

2010-04-12 13:09

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

2.5.0

Product Version

Target Version

Product Build

Summary

0000326: IMPLEMENTED: improved L-BFGS optimizer

Description

* improved interface (backward incompatible changes), default values are used to initialize algorithm parameters. Once MinLBFGSState is initialized, parameters may be tuned with functions from MinLBFGSSetXXXXXX() family.
* MinLBFGS() is renamed to MinLBFGSCreateXXX(). LBFGSState is renamed to MinLBFGSState. LBFGSReport is renamed to MinLBFGSReport. Unit name is changed from LBFGS to MinLBFGS.
* ability to set maximum step (useful when minimizing fast growing functions)

Steps To Reproduce

Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2010-04-12 11:22	SergeyB	New Issue
2010-04-12 11:22	SergeyB	Status	new => assigned
2010-04-12 11:22	SergeyB	Assigned To	=> SergeyB
2010-04-12 11:22	SergeyB	Programming language	=> Unspecified
2010-04-12 11:23	SergeyB	Status	assigned => resolved
2010-04-12 11:23	SergeyB	Fixed in Version	=> [NOT RELEASED YET] Next release
2010-04-12 11:23	SergeyB	Resolution	open => implemented
2010-04-12 13:09	SergeyB	Description Updated

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