Page
Library
Module
Module type
Parameter
Class
Class type
Source
Lbfgs
SourceBinding to L-BFGS-B. These is a limited-memory quasi-Newton code for unconstrained and for bound-constrained optimization.
The authors of the original FORTRAN code expect that if you use their software in a publication, you quote one of these references:
Represent the memory space needed to solve a minimization problem. It is usually allocated automatically but it is possible to do it manually to, say, allocate it once only before a loop.
Abnormal(f, msg)
is raised if the routine terminated abnormally without being able to satisfy the termination conditions. In such an event, the variable x
(see F.min
) will contain the current best approximation found and f
is the value of the target function at x
. msg
is a message containing additional information (returned by the original FORTRAN code).
If the error message is not precise enough, it is recommended to turn printing on to understand what is the problem.
type print =
| No
No output is generated.
*)| Last
Print one line at the last iteration.
*)| Every of int
Every k
prints the value of the function and |proj gradient| every k
iterations. Valid values are 0 <= k <= 98
, otherwise the closer value in that interval is used.
| Details
Print details of every iteration (except vectors).
*)| All
Print details of every iteration (except vectors) including changes of active set and final x.
*)| Full
Print details of every iteration including x and g.
*)Control of the frequency at which information is outputted.
Holds informations on the current state of the computation that can help to decide whether to stop.
work n
allocate the work space for a problem of size at most n
.
The total number of intervals explored in the search of Cauchy points.
The total number of skipped BFGS updates before the current iteration.
The number of intervals explored in the search of Cauchy point in the current iteration.
The number of function value or gradient evaluations in the current iteration.
The slope of the line search function at the current point of line search.
The slope of the line search function at the starting point of the line search.