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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@59 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki
2009-07-13 14:04:26 +00:00
parent 6375811810
commit 896f8cbc7c
2 changed files with 61 additions and 10 deletions
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14
lib/lbfgs.c
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@@ -113,7 +113,7 @@ typedef struct tag_iteration_data iteration_data_t;
static const lbfgs_parameter_t _defparam = {
6, 1e-5, 0, 1e-5,
0, LBFGS_LINESEARCH_DEFAULT, 40,
1e-20, 1e20, 1e-4, 0.9, 1.0e-16,
1e-20, 1e20, 1e-4, 0.9, 0.9, 1.0e-16,
0.0, 0, -1,
};
@@ -312,6 +312,12 @@ int lbfgs(
if (param.ftol < 0.) {
return LBFGSERR_INVALID_FTOL;
}
if (param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE &&
param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE) {
if (param.wolfe <= param.ftol || 1. <= param.wolfe) {
return LBFGSERR_INVALID_WOLFE;
}
}
if (param.gtol < 0.) {
return LBFGSERR_INVALID_GTOL;
}
@@ -653,7 +659,7 @@ static int line_search_backtracking(
int ret = 0, count = 0;
lbfgsfloatval_t width, dg, norm = 0.;
lbfgsfloatval_t finit, dginit = 0., dgtest;
const lbfgsfloatval_t wolfe = 0.9, dec = 0.5, inc = 2.1;
const lbfgsfloatval_t dec = 0.5, inc = 2.1;
/* Check the input parameters for errors. */
if (*stp <= 0.) {
@@ -692,7 +698,7 @@ static int line_search_backtracking(
/* Check the Wolfe condition. */
vecdot(&dg, g, s, n);
if (dg < wolfe * dginit) {
if (dg < param->wolfe * dginit) {
width = inc;
} else {
if(param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE) {
@@ -701,7 +707,7 @@ static int line_search_backtracking(
}
/* Check the strong Wolfe condition. */
if(dg > -wolfe * dginit) {
if(dg > -param->wolfe * dginit) {
width = dec;
} else {
/* Exit with the strong Wolfe condition. */