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Behavior of BFGS #47
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Yes, but notice I initialize at $y = 1$. The mínima is unique and at $0$.
Le jeu. 29 févr. 2024, 20:37, Jason Rader ***@***.***> a
écrit :
… Hmm, does this persist for functions whose derivative is not $0$ at $0$? $y^Ty
- N$ has derivative $0$ at $y = 0$. It's unsurprising if BFGS does not
move when initialised at a critical point.
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Ah, I think I agree. In fact I think we might be making the same mistake in other solvers as well, e.g.
I'd be happy to take a pull request (+ some tests) adjusting this! |
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Hi,
I'm not sure if this is the desired behavior, but BFGS directly stops if
f(y0) == 0
. As an example :This is because then the termination condition is already validated at first step.
It's not really a big problem since you just need to offset the cost by a constant but it took me a while to figure out where the problem was coming from.
Maybe the initial value for
f_info
should be set to infinity, or maybe this should be mentioned in the doc ?The text was updated successfully, but these errors were encountered: