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Question about minbleicoptimize alogrithm http://forum.alglib.net/viewtopic.php?f=2&t=4441 
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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 LBFGS 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 nonzero, try to use previous scaled step length as initial estimate for new step. */ 
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