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| number of iteration with lbfgs minimization http://forum.alglib.net/viewtopic.php?f=2&t=382 |
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| Author: | ranousse [ Thu Jun 09, 2011 12:56 pm ] |
| Post subject: | number of iteration with lbfgs minimization |
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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| Author: | Sergey.Bochkanov [ Fri Jun 10, 2011 8:33 am ] |
| Post subject: | Re: number of iteration with lbfgs minimization |
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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