Generalized Cauchy direction and box constraints#554
Generalized Cauchy direction and box constraints#554mateuszbaran wants to merge 116 commits intomasterfrom
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…search restart in QN; improve coverage; respect stepsize limit in HagerZhangInitialGuess
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I've generalized the GCD subsolver to handle |
kellertuer
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Thanks for fixing a few typos along the way and tightening a few parameter types along the way (I am usually a bit unsure when to type kwargs and when not.
Interesting that the *get_cost(problem, state)` did not yet exist, but sure I see points where that might be nice to have.
Besides that I read the new HZ part (but not more yet) and added a few comments.
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I think I've roughly addressed all recent. |
Co-authored-by: Ronny Bergmann <git@ronnybergmann.net>
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I have also added a simple direction-based stepsize limiting that can be used in solvers that don't approximate the Hessian to limit the stepsize. |
This is a WIP PR that implements the GCP idea to L-BFGS and maybe some other solvers, so that they can be used in the presence of box constraints on the Euclidean part of the manifold. The constraints are handled similarly to L-BFGS-B (although not all Euclidean tricks are applied).
TODO:
The implementation was prepared in collaboration with @paprzybysz .