somewhat fix L-BFGS memory

JuliaManifolds · Dec 28, 2023 · 4ef1dd7 · 4ef1dd7
1 parent 99cb471
commit 4ef1dd7
Show file tree

Hide file tree

Showing 2 changed files with 7 additions and 4 deletions.
diff --git a/src/plans/quasi_newton_plan.jl b/src/plans/quasi_newton_plan.jl
@@ -531,6 +531,7 @@ function (d::QuasiNewtonLimitedMemoryDirectionUpdate{InverseBFGS})(r, mp, st)
         r .*= -1
         return r
     end
+    # backward pass
     for i in m:-1:1
         # what if we divide by zero here? Setting to zero ignores this in the next step
         # precompute in case inner is expensive
@@ -562,7 +563,9 @@ function (d::QuasiNewtonLimitedMemoryDirectionUpdate{InverseBFGS})(r, mp, st)
         r .*= -1
         return r
     end
-    r .*= 1 / (d.ρ[last_safe_index] * norm(M, p, d.memory_y[last_safe_index])^2)
+    # initial scaling guess
+    r ./= d.ρ[last_safe_index] * norm(M, p, d.memory_y[last_safe_index])^2
+    # forward pass
     for i in eachindex(d.ρ)
         if abs(d.ρ[i]) > 0
             coeff = d.ξ[i] - d.ρ[i] * inner(M, p, d.memory_y[i], r)

diff --git a/src/solvers/quasi_Newton.jl b/src/solvers/quasi_Newton.jl
@@ -119,7 +119,7 @@ function show(io::IO, qns::QuasiNewtonState)
     ## Parameters
     * direction update:        $(status_summary(qns.direction_update))
     * retraction method:       $(qns.retraction_method)
-    * vector trnasport method: $(qns.vector_transport_method)
+    * vector transport method: $(qns.vector_transport_method)
 
     ## Stepsize
     $(qns.stepsize)
@@ -617,8 +617,8 @@ function update_hessian!(
     end
 
     # add newest
-    push!(d.memory_s, st.sk)
-    push!(d.memory_y, st.yk)
+    push!(d.memory_s, copy(M, st.sk))
+    push!(d.memory_y, copy(M, st.yk))
     return d
 end