Re: [Gretl-devel] limited memory bfgs

Am 03.04.2016 um 12:29 schrieb oleg_komashko(a)ukr.net: > Dear all, > The User's Guide, 31.1, says > > Limited-memory variant > See Byrd et al. (1995) (. . . FIXME: expand a little here . . . ) > > Is it not implemented yet, or just not described? > If the latter is true, how to use it? > I don't know any details, but see the 'set' command with these options: lbfgs: on or off (the default). Use the limited-memory version of BFGS (L-BFGS-B) instead of the ordinary algorithm. This may be advantageous when the function to be maximized is not globally concave. • lbfgs_mem: an integer value in the range 3 to 20 (with a default value of 8). This determines the number of corrections used in the limited memory matrix when L-BFGS-B is employed. -- I guess there could be a cross-link from the bfgs() function doc to these 'set' options. hth, sven _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel