CppNumericalSolvers

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Constrained line search in L-BFGS-B

2

I noticed that the L-BFGS-B calls function evaluations outside the constraints. Looking at the code, I see that the MoreThuente::linesearch calls cvsrch, but the cvsrch function only has hard-coded min/max-step...

bramthijssen

Avoid alphaStar = -inf when du contains a zero

1

When du(i) == 0 and it's approaching a lower bound, FindAlpha can return -inf. It should only return values in [0,1]. The added check fixes it

tlbtlbtlb

Is't possible add neldermeadsolver.h back in v2 ?

LipsonX