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Inverse LSR1Operator documentation

Open MaxenceGollier opened this issue 9 months ago • 3 comments

We have an InverseLBFGSOperator but not an InverseLSR1 one, we should add it.

MaxenceGollier avatar Mar 11 '25 19:03 MaxenceGollier

Since it’s likely to be indefinite, it will be of very limited use (if any). The forward operator is useful in trust-region methods. The inverse operator would be useful in a linesearch method, but since it won’t guarantee that we find a descent direction, I’m not sure what advantage it would have.

dpo avatar Mar 11 '25 22:03 dpo

Ok, we should remove a few things in src/lsr1.jl and in the documentation as well then because I think it is confusing, I will open a PR.

MaxenceGollier avatar Mar 11 '25 23:03 MaxenceGollier

From #368:

We should also add something in the tutorial limited_memory_bfgs_and_sr1 to say that since SR1 can be undefinite, only the forward operator is implemented.

dpo avatar Apr 09 '25 22:04 dpo