func NewCubic() *Cubic {
return &Cubic{
// Cubic has lower bound of 0 for step
step: uni.NewBoundedStep(),
// Default Settings
StepDecreaseMin: 1E-4,
StepDecreaseMax: 0.9,
StepIncreaseMin: 1.25,
StepIncreaseMax: 1E3,
FloatingpointRelTol: 1E-15, // dealing with numerical errors in the function value
}
}
func NewLbfgs() *Lbfgs {
l := &Lbfgs{
step: uni.NewBoundedStep(),
LinesearchMethod: univariate.NewCubic(),
LinesearchSettings: univariate.NewUniGradSettings(),
NumStore: 30,
Wolfe: &linesearch.StrongWolfeConditions{},
}
l.Wolfe.SetFunConst(0)
l.Wolfe.SetGradConst(0.9)
l.LinesearchSettings.MaximumFunctionEvaluations = 100
l.LinesearchSettings.Display = false
l.LinesearchSettings.GradientAbsoluteTolerance = 0 // Force convergence from wolfe conditions
return l
}