0000326: IMPLEMENTED: improved L-BFGS optimizer

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Category

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

Status

resolved

Product Version

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)

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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