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Verify the LBFGSOperator update (push!) #223

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paraynaud opened this issue Feb 23, 2022 · 1 comment
Open

Verify the LBFGSOperator update (push!) #223

paraynaud opened this issue Feb 23, 2022 · 1 comment

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@paraynaud
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Hello!

Context:

  • I have to update several LBFGSOperator with differents (s,y) for a partitioned update PLBFGS.
  • I cannot garantee that each (s,y) verify the cruvature condition.

I wonder if there is a way to see if push!(opLBFGS, s, y) performs the update or not.
I could check the curvature condition for each (s,y) on my side, but that would be a double check of the cruvature condition.

What are you thoughts?

@dpo
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dpo commented Feb 23, 2022

We could reinstate this: https://github.com/JuliaSmoothOptimizers/LinearOperators.jl/blob/main/src/lbfgs.jl#L272

You can also use damping.

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