Struct LBfgs 

pub struct LBfgs { /* private fields */ }

Limited-memory Powell-damped BFGS, storing up to m_history most-recent (s, y) pairs.

Implementations

impl LBfgs

pub fn new(n: usize, m_history: usize) -> Self

m_history is the number of (s, y) pairs to keep (Nocedal-Wright recommends 3–20; upstream IPOPT defaults to 6). Must be ≥ 1; a value of 0 would degenerate to plain identity which is rarely useful.

pub fn has_prev(&self) -> bool

pub fn update(&mut self, x_new: &[Number], grad_lag_new: &[Number])

Record a new pair (s, y) = (x_new − x_prev, ∇L_new − ∇L_prev) if a prior iterate exists. The first call merely stores (x_new, ∇L_new).

pub fn update_sy(&mut self, s: &[Number], y: &[Number])

Record an explicit curvature pair (s, y).

Prefer this over Self::update when the caller can form y itself: the SQP driver must difference ∇L at a single, fixed multiplier (see sqp_alg::curvature_pair), which the (x, ∇L) form cannot express because it stores the previous ∇L as evaluated at the previous multiplier.

pub fn as_triplet(&self) -> Triplet

Materialize the current B_k as a dense Triplet over the upper triangle. Always returns the full n(n+1)/2 triplets (the same fixed pattern across iterations, so the QP solver’s symbolic factorization stays valid).