L-BFGS Optimizer Step

Compute one limited-memory BFGS two-loop direction from valid curvature-pair histories and apply a caller-supplied step size.

Description

Compute one limited-memory BFGS two-loop direction from valid curvature-pair histories and apply a caller-supplied step size.

L-BFGS Optimizer Step: Compute one limited-memory BFGS two-loop direction from valid curvature-pair histories and apply a caller-supplied step size.

When to use L-BFGS Optimizer Step

Use this optimization step or heuristic to study an explicitly defined objective and constraints with reproducible parameters, initialization, and stopping rules.

position
Required list input.
gradient
Required list input.
displacements
Required list input.
gradient Changes
Required list input.
learning Rate
Required number input.

How L-BFGS Optimizer Step works

Compute one limited-memory BFGS two-loop direction from valid curvature-pair histories and apply a caller-supplied step size. The tool evaluates the supplied inputs together and returns the named outputs below; it does not infer omitted operating conditions or change the units shown.1

Next position
The resulting next position returned as a list.

Limitations and assumptions

  • Convergence and solution quality depend on smoothness, convexity, scaling, gradients, conditioning, hyperparameters, randomness, constraints, and implementation details. Non-convex methods need not find a global optimum.
  • Use finite inputs in the displayed units and preserve more precision than the final presentation requires. Independently verify safety-critical, financial, compliance, or production decisions.

Alternative or Complementary approaches

Scale variables, monitor objective and constraint residuals, compare starts and algorithms, and verify small instances or local optimality with an independent solver.

References

  1. Mathematical optimization — Wikipedia contributors

Similar or alternative tools

  • Nadam Optimizer Step

    Apply a bias-corrected Nesterov Adam update from caller-supplied first and second moments and the one-based iteration.

  • Conjugate Gradient Optimizer Step

    Compute a Fletcher–Reeves conjugate-gradient direction and one caller-sized step from current and previous gradients.

  • Gradient Descent Optimizer Step

    Apply one gradient-descent update x − η∇f; the caller supplies the gradient and learning rate.

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