ott.math.lbfgs

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ott.math.lbfgs#

ott.math.lbfgs(fun, x_init, max_iter=100, tol=0.0001, **kwargs)[source]#

Runs optax’s L-BFGS optimization on function.

Parameters:

  • fun (Callable[[Array], Array]) – The function to minimize.

  • x_init (Array) – Initial point to start optimization.

  • max_iter (int) – Maximum number of iterations.

  • tol (float) – Tolerance for convergence.

  • kwargs (Any) – Keyword arguments for optax.lbfgs().

Return type:

Tuple[Array, Union[Array, ndarray, bool, number, bool, int, float, complex, Iterable[ArrayTree], Mapping[Any, ArrayTree]]]

Returns:

Final optimization variable obtained after running L-BFGS and state.

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