Hi,
I'm trying to use L-BFGS-B a constrained optimization problem (for the maximization of an acquisition function in the context of bayesian optimization), but the algorithm gets stuck while trying to find the optimum of a function that is typically flat quite often and with modes in between. Do you have any idea why the algorithm won't work? In contrast, L-BFGS solves the optimization problem but it is often outside the bounds required, so i need to use L-BFGS-B.
Thank you for your help.
Hi, I'm trying to use L-BFGS-B a constrained optimization problem (for the maximization of an acquisition function in the context of bayesian optimization), but the algorithm gets stuck while trying to find the optimum of a function that is typically flat quite often and with modes in between. Do you have any idea why the algorithm won't work? In contrast, L-BFGS solves the optimization problem but it is often outside the bounds required, so i need to use L-BFGS-B. Thank you for your help.