Skip to main content

lbfgsb

Function lbfgsb 

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

L-BFGS-B: box-constrained variant of L-BFGS.

Enforces lb\[i\] ≤ x\[i\] ≤ ub\[i\] by projecting the search direction onto the feasible set after each step (simple projected L-BFGS).