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| author | Clement Farabet <clement.farabet@gmail.com> | 2012-05-03 08:42:17 +0400 |
|---|---|---|
| committer | Clement Farabet <clement.farabet@gmail.com> | 2012-05-03 08:42:17 +0400 |
| commit | 3e6e3681aa29a29c40e80cfd9b80b7d00f0be037 (patch) | |
| tree | 0c7d90d2ea5a77173920010dce2d975e075c2966 /lswolfe.lua | |
| parent | f02b1cf8bb4fa215c7b6ecc1a9638db19fcae0f5 (diff) | |
Fixed subtle bug in wolfe line search
Diffstat (limited to 'lswolfe.lua')
| -rw-r--r-- | lswolfe.lua | 8 |
1 files changed, 3 insertions, 5 deletions
diff --git a/lswolfe.lua b/lswolfe.lua index 3e949cd..076f5a4 100644 --- a/lswolfe.lua +++ b/lswolfe.lua @@ -94,7 +94,7 @@ function optim.lswolfe(opfunc,x,t,d,f,g,gtd,options) -- next step: f_prev = f_new - g_prev = g_new + g_prev = g_new:clone() gtd_prev = gtd_new x[{}] = x_init x:add(t,d) @@ -183,15 +183,13 @@ function optim.lswolfe(opfunc,x,t,d,f,g,gtd,options) verbose('reached max number of iterations') end - -- return final vector - x[{}] = x_init - x:add(t,d) - -- return stuff local _,LOpos = bracketFval:min(1) LOpos = LOpos[1] t = bracket[LOpos] f_new = bracketFval[LOpos] g_new = bracketGval[LOpos] + x[{}] = x_init + x:add(t,d) return f_new,g_new,x,t,lsFuncEval end |