Class LBFGSOptimizer

java.lang.Object

org.episteme.core.mathematics.optimization.LBFGSOptimizer

public class LBFGSOptimizer
extends Object

L-BFGS (Limited-memory BFGS) optimizer.

Memory-efficient version of BFGS for large-scale optimization. Stores only m previous gradients/positions instead of full Hessian.

*

Reference:
Broyden, C. G., Fletcher, R., Goldfarb, D., invalid input: '&' Shanno, D. F. (1970). The BFGS Algorithm. Journal of the Institute of Mathematics and Its Applications.

Since:

1.0

Author:

Silvere Martin-Michiellot, Gemini AI (Google DeepMind)

Constructor Summary

Constructors

Constructor	Description
LBFGSOptimizer()
LBFGSOptimizer(int m, double tolerance, int maxIterations)

Method Summary

Modifier and Type	Method	Description
double[]	minimize(Function<double[],Double> f, Function<double[],double[]> gradient, double[] x0)	Minimize a function using L-BFGS.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LBFGSOptimizer

public LBFGSOptimizer(int m,
 double tolerance,
 int maxIterations)

LBFGSOptimizer

public LBFGSOptimizer()

Method Details

minimize

public double[] minimize(Function<double[],Double> f,
 Function<double[],double[]> gradient,
 double[] x0)

Minimize a function using L-BFGS.

Parameters:

f - Objective function

gradient - Gradient of f

x0 - Initial guess

Returns:

Approximate minimum