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[pytorch] Add strong Wolfe line search for lbfgs #8824

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[pytorch] Add strong Wolfe line search for lbfgs #8824

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fef459a
init line search
fehiepsi Jun 22, 2018
2f4a29e
add strong Wolfe
fehiepsi Jun 23, 2018
441c2c2
add test
fehiepsi Jun 23, 2018
9e92f96
lint
fehiepsi Jun 23, 2018
5ad13fb
lintt
fehiepsi Jun 23, 2018
8a08518
Merge branch 'master' into lbfgs
fehiepsi Nov 7, 2018
4907027
typos
fehiepsi Nov 8, 2018
1942162
Merge branch 'master' into lbfgs
fehiepsi Jun 11, 2019
f3e4d94
add comment to clarify boundary behaviour
fehiepsi Jun 12, 2019
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lintt
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@fehiepsi
fehiepsi committed Jun 23, 2018
commit 5ad13fb4cad5aafec66c300aa51f342fd50da7d0
1 change: 1 addition & 0 deletions torch/optim/lbfgs.py
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Expand Up @@ -382,6 +382,7 @@ def step(self, closure):
raise RuntimeError("only 'strong_Wolfe' is supported")
else:
x_init = self._clone_param()

def obj_func(x, t, d):
return self._directional_evaluate(closure, x, t, d)
loss, flat_grad, t, ls_func_evals = _strong_Wolfe(obj_func, x_init, t, d,
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