Patch bfgs upper bound #399
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MaxenceGollier wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
Open
Patch bfgs upper bound #399MaxenceGollier wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
MaxenceGollier wants to merge 2 commits intoJuliaSmoothOptimizers:mainfrom
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Can we merge @dpo ? Test aren't failing due to this modification. |
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Pull request overview
This PR fixes the computation of the stored upper bound on the forward L-BFGS operator norm, aligning the update with the stated bound formula in LBFGSData and preventing underestimated bounds that can break downstream checks (as seen in RegularizedOptimization.jl runs).
Changes:
- Update
opnorm_upper_boundmaintenance to add/subtract‖bᵢ‖²(squared norms) instead of‖bᵢ‖. - Keep the bound consistent with the documented inequality
‖Bₖ‖₂ ≤ ‖B₀‖₂ + ∑ᵢ ‖bᵢ‖₂².
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Following these runs: https://github.com/JuliaSmoothOptimizers/RegularizedOptimization.jl/actions/runs/21675732671
There is a mistake with how we compute the upper bound. With this patch, tests complete in
RegularizedOptimization.jlat least locally.@dpo, if you agree, please merge.