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
-
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.