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Added damping for BFGS method #158

Merged
merged 2 commits into from
Jan 6, 2023
Merged

Added damping for BFGS method #158

merged 2 commits into from
Jan 6, 2023

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sblauth
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@sblauth sblauth commented Jan 6, 2023

The damping can be enabled via the config files (it is disabled by default).
The damping ensures that the curvature condition is satisfied, so that a restarting of the method is not necessary.

Closes #35

This ensures that the curvature condition is satisfied.
@sblauth sblauth added the enhancement New feature or request label Jan 6, 2023
@sblauth sblauth self-assigned this Jan 6, 2023
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codecov-commenter commented Jan 6, 2023

Codecov Report

Merging #158 (7457e04) into main (b12ca06) will increase coverage by 0.05%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main     #158      +/-   ##
==========================================
+ Coverage   93.68%   93.73%   +0.05%     
==========================================
  Files          76       76              
  Lines        5775     5801      +26     
==========================================
+ Hits         5410     5437      +27     
+ Misses        365      364       -1     
Impacted Files Coverage Δ
cashocs/io/config.py 100.00% <ø> (ø)
...cs/_optimization/optimization_algorithms/l_bfgs.py 99.39% <100.00%> (+0.84%) ⬆️

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This is now also done in the non-damped case.
@sblauth sblauth enabled auto-merge (rebase) January 6, 2023 10:12
@sblauth sblauth merged commit 6413c9f into main Jan 6, 2023
@sblauth sblauth deleted the feature/damped_bfgs branch January 6, 2023 10:29
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[Development] Curvature condition in L-BFGS
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