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 Post subject: number of iteration with lbfgs minimization
PostPosted: Thu Jun 09, 2011 12:56 pm 
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Joined: Thu Jun 09, 2011 12:47 pm
Posts: 1
I want to minimize a function with the lbfgs algorithm.
I saw there is a optimize function that perform the complete minimization, and we can also give the max number of iteration. But I would like to perform iteration step by step. Something like the following code :

init_minimization
iterate_minimization( 100 ) // 100 iterations
show the result with open_gl
iterate_minimization( 100 )
....

Is it possible ?


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 Post subject: Re: number of iteration with lbfgs minimization
PostPosted: Fri Jun 10, 2011 8:33 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 903
Yes, it is possible and can be achieved by two completely different ways.

You can specify two stopping criteria: gradient-based and iteration-based one. When optimizer is terminated by iteration-based criteria, you visualize result and call it one more time. However, optimizer will be restarted from scratch - it will lose all information accumulated so far except for the point where it was stopped.

Maybe it is better to use another option - to turn on reports with minlbfgssetxrep() function and to pass rep callback to minlbfgsoptimize(). In this case you will be able to visualize iterations without restarting algorithm.


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