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Ticket Resolution Summary Owner Reporter
#18 fixed Documentation for Linesearch_initialstep dmdunla dmdunla

Reported by dmdunla, 8 years ago.


Document Linesearch_initialstep value of 0, i.e. use step size from previous iteration as initial step size.

#19 fixed LBFGS two-loop recursion bug dmdunla dmdunla

Reported by dmdunla, 7 years ago.


This was reported by Jennifer Erway:

It looks to me like the matlab code lbfgs.m in the Poblano toolbox v1.0 isn't quite correct. In it, there's the following to update the stored vectors:

S = [sk S(:,1:end-1)]; Y = [yk Y(:,1:end-1)]; rho = [rhok rho(1:end-1)];

Your newest sk, yk, and rho are stored in the first entry of each array; the oldest vectors are at the end.

In the first part of the two-loop recursion, I think you want to process the newest vectors first, which in this case appear at the beginning of the vector and not at the end of the vector; however, it looks to me like you are actually processing the oldest vectors first. Similarly, the second half of the two-loop recursion should process the oldest vectors first and the newest last; however, it looks like the code is doing the opposite. (I believe the Sandia Report (pdf) is correct, but it looks to me that the code isn't doing this.) I think the fix is to change the two-loop counters to count in the opposite directions than they current do or change the way that S, Y and rho are updated.

#2 fixed Why does poblano_linesearch have both an option and a parameter for the initial step? dmdunla tgkolda

Reported by tgkolda, 9 years ago.


The documentation for poblano_linesearch is unclear because it says that it uses A at the initial step, but I think it should be A0. I further wonder if there should even be such a parameter. The only reason would be if the initial step changed every iteration, but then we should remove the possibility of the user setting an initial step parameter.

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