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View Code? Open in Web Editor NEWA pure Matlab implementation of L-BFGS-B (LBFGSB)
License: MIT License
A pure Matlab implementation of L-BFGS-B (LBFGSB)
License: MIT License
First of all thank you for sharing your implementation of l-bfgs-b. I have faced an issue I hope you can help me with. During optimization, I constantly get the warning" negative curvature detected, skipping L-BFGS update". Since I am implementing an algorithm named REPS from [1], I'm sure the problem is convex. So could you please tell me what might have I done wrong that causes this warning? My setting for L-BFGS-B is :
lbnd=[-inf; 0.01];
ubnd = [inf; inf];
lbfgsOpts = struct('display', true, 'xhistory', false, 'tol', 1.0e-5, 'max_iters', 20,'m', 500);
p0 = [theta; eta];
[optimizedParams] = LBFGSB(func, p0, lbnd, ubnd, lbfgsOpts,...
%some more parameters to be passed to objective function
);
[1] Peters, Jan, Katharina Mülling, and Yasemin Altun. "Relative Entropy Policy Search." AAAI. 2010.
Thank you and best regards,
Navid.
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