alisterde

1-D line search alogrithms

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As we discovered when looking at the L-BFGS optimiser (#1083 ) line search algorithms are not that straightforward and are an integral part of Quasi-Newton and conjugate gradient methods. Furthermore,...

Hager_Zhang first commit

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@MichaelClerx @ben18785 I've got an initial draft of the Hager-Zhang line search algorithm #1160 it is passing all of the tests I've written and appears to be functional. However, I...

I was having a go with these and noticed you can use both in one optimiser with different boundaries. I'm not sure what we want to do about this but...

I1083 l bfgs optimiser

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Hi @ben18785 and @MichaelClerx , I’ve spent the last 2 and a bit weeks looking at the BFGS and L-BFGS/ LM-BFGS algorithms for issue #1083 . The L-BFGS part is...