func NewLbfgs() *Lbfgs {
l := &Lbfgs{
//step: &uni.Step{},
LinesearchMethod: univariate.NewCubic(),
LinesearchSettings: univariate.DefaultGradSettings,
NumStore: 30,
Wolfe: &linesearch.StrongWolfeConditions{FunConst: 0, GradConst: 0.9},
}
l.LinesearchSettings.MaximumFunctionEvaluations = 100
l.LinesearchSettings.Display = false
l.LinesearchSettings.Gradient.AbsoluteTolerance = 0 // Force convergence from wolfe conditions
return l
}
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
}