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lbfgs

oxiphysics_core::optimization::functions

Function lbfgs 

Source 
pub fn lbfgs(
    f: impl Fn(&[f64]) -> f64,
    grad: impl Fn(&[f64]) -> Vec<f64>,
    x0: Vec<f64>,
    m: usize,
    tol: f64,
    max_iter: u32,
) -> OptResult
Expand description

L-BFGS (Limited-memory Broyden–Fletcher–Goldfarb–Shanno).

Uses a history of size m curvature pairs and Wolfe-condition line search.