| forum.alglib.net http://forum.alglib.net/ |
|
| Question about minbleicoptimize alogrithm http://forum.alglib.net/viewtopic.php?f=2&t=4441 |
Page 1 of 1 |
| Author: | haoxiang [ Tue Apr 19, 2022 3:50 am ] |
| Post subject: | Question about minbleicoptimize alogrithm |
I check the code in minbleicoptimize. The annotation said it uses the LBFGS to determine the direction, but why the website claims that the algorithm uses nonlinear conjugate gradient? Am I missing something? Attach is the annotation in the source code. /* * 1. Calculate search direction D according to L-BFGS algorithm * using constrained preconditioner to perform inner multiplication. * 2. Evaluate scaled length of direction D; restart LBFGS if D is zero * (it may be possible that we found minimum, but it is also possible * that some constraints need deactivation) * 3. If D is non-zero, try to use previous scaled step length as initial estimate for new step. */ |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|