LBFGSpp
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Is there an issue with your cauchy points finding step?
I am questioning if there is an issue with Step 3 of finding the Cauchy Point. You are updating the vector 'p' during the loop, but according to the paper, 'p' should remain fixed within a single iteration. I think the correct approach to updating vector 'p' is to use a temporary vector to record its dynamics and then add them up outside the loop.