Verify the LBFGSOperator update (push!)

Open paraynaud opened this issue 3 years ago • 1 comments

Hello!

Context:

I have to update several LBFGSOperator with differents (s,y) for a partitioned update PLBFGS.
I cannot garantee that each (s,y) verify the cruvature condition.

I wonder if there is a way to see if push!(opLBFGS, s, y) performs the update or not. I could check the curvature condition for each (s,y) on my side, but that would be a double check of the cruvature condition.

What are you thoughts?

Feb 23 '22 15:02 paraynaud

We could reinstate this: https://github.com/JuliaSmoothOptimizers/LinearOperators.jl/blob/main/src/lbfgs.jl#L272

You can also use damping.

Feb 23 '22 16:02 dpo