Release for 1.8.
git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@60 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
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2009-07-13 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.8:
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- Accepted the patch submitted by Takashi Imamichi; the backtracking method now has three criteria for choosing the step length.
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- Updated the documentation to explain the above three criteria.
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2009-02-28 Naoaki Okazaki <okazaki at chokkan org>
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2009-02-28 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.7:
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* libLBFGS 1.7:
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4
README
4
README
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 2007-2009, Naoaki Okazaki
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Copyright (c) 2007-2009, Naoaki Okazaki
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=========================================================================
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=========================================================================
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1. Introduction
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1. Introduction
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@ -18,7 +18,7 @@ AC_CONFIG_SRCDIR([lib/lbfgs.c])
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dnl ------------------------------------------------------------------
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dnl ------------------------------------------------------------------
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dnl Initialization for automake
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dnl Initialization for automake
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dnl ------------------------------------------------------------------
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dnl ------------------------------------------------------------------
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AM_INIT_AUTOMAKE(liblbfgs, 1.7)
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AM_INIT_AUTOMAKE(liblbfgs, 1.8)
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AC_CONFIG_HEADERS(config.h)
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AC_CONFIG_HEADERS(config.h)
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AM_MAINTAINER_MODE
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AM_MAINTAINER_MODE
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/** MoreThuente method proposd by More and Thuente. */
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/** MoreThuente method proposd by More and Thuente. */
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LBFGS_LINESEARCH_MORETHUENTE = 0,
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LBFGS_LINESEARCH_MORETHUENTE = 0,
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/**
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/**
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* Backtracking method with the Armijo condition:
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* Backtracking method with the Armijo condition.
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* The backtracking method finds the step length such that it satisfies
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* The backtracking method finds the step length such that it satisfies
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* the sufficient decrease (Armijo) condition,
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* the sufficient decrease (Armijo) condition,
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* f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x) \cdot d,
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* - f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d,
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*
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* where x is the current point, d is the current search direction, and
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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* a is the step length.
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*/
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*/
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LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1,
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LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1,
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LBFGS_LINESEARCH_BACKTRACKING = 1,
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/** The backtracking method with the defualt (regular Wolfe) condition. */
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LBFGS_LINESEARCH_BACKTRACKING = 2,
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/**
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/**
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* Backtracking method with regular Wolfe condition.
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* Backtracking method with regular Wolfe condition.
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* The backtracking method finds the step length such that it satisfies
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* The backtracking method finds the step length such that it satisfies
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* and the curvature condition,
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* and the curvature condition,
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* g(x + a * d) \cdot d >= lbfgs_parameter_t::wolfe * g(x) \cdot d,
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* - g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d,
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*
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* where x is the current point, d is the current search direction, and
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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* a is the step length.
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*/
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*/
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* The backtracking method finds the step length such that it satisfies
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* The backtracking method finds the step length such that it satisfies
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* and the following condition,
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* and the following condition,
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* |g(x + a * d) \cdot d| <= lbfgs_parameter_t::wolfe * |g(x) \cdot d|,
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* - |g(x + a * d)^T d| <= lbfgs_parameter_t::wolfe * |g(x)^T d|,
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*
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* where x is the current point, d is the current search direction, and
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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* a is the step length.
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*/
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*/
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@ -587,21 +591,22 @@ This library is used by:
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@section download Download
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@section download Download
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- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.7.tar.gz">Source code</a>
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- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.8.tar.gz">Source code</a>
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libLBFGS is distributed under the term of the
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libLBFGS is distributed under the term of the
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<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
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<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
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@section changelog History
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@section changelog History
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- Version 1.8 (2009-07-13):
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- Version 1.8 (2009-07-13):
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- The backtracking method now has three criteria for choosing the step
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- Accepted the patch submitted by Takashi Imamichi;
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the backtracking method now has three criteria for choosing the step
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length:
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length:
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- ::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: sufficient decrease condition
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- ::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: sufficient decrease (Armijo)
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(Armijo condition)
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condition only
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- ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE: regular Wolfe condition
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- ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE: regular Wolfe condition
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(sufficient decrease condition + curvature condition)
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(sufficient decrease condition + curvature condition)
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- ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: strong Wolfe condition
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- ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: strong Wolfe condition
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This is based on the patch submitted by Takashi Imamichi.
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- Updated the documentation to explain the above three criteria.
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- Version 1.7 (2009-02-28):
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- Version 1.7 (2009-02-28):
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- Improved OWL-QN routines for stability.
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- Improved OWL-QN routines for stability.
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- Removed the support of OWL-QN method in MoreThuente algorithm because
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- Removed the support of OWL-QN method in MoreThuente algorithm because
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