Verify the LBFGSOperator update (push!)

JuliaSmoothOptimizers / LinearOperators.jl

Linear Operators for Julia

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Verify the LBFGSOperator update (push!) #223

Open paraynaud opened 2 years ago

paraynaud commented 2 years ago

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 commented 2 years ago

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

You can also use damping.