fix L-BFGS memory

JuliaManifolds · Dec 28, 2023 · 7fcf166 · 7fcf166
1 parent 4ef1dd7
commit 7fcf166
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Showing 2 changed files with 16 additions and 3 deletions.
diff --git a/src/Manopt.jl b/src/Manopt.jl
@@ -15,7 +15,7 @@ import ManifoldsBase: embed!
 using ColorSchemes
 using ColorTypes
 using Colors
-using DataStructures: CircularBuffer, capacity, length, push!, size
+using DataStructures: CircularBuffer, capacity, length, push!, size, isfull
 using Dates: Millisecond, Nanosecond, Period, canonicalize, value
 using LinearAlgebra:
     Diagonal, I, eigen, eigvals, tril, Symmetric, dot, cholesky, eigmin, opnorm

diff --git a/src/solvers/quasi_Newton.jl b/src/solvers/quasi_Newton.jl
@@ -617,8 +617,21 @@ function update_hessian!(
     end
 
     # add newest
-    push!(d.memory_s, copy(M, st.sk))
-    push!(d.memory_y, copy(M, st.yk))
+    # reuse old memory if buffer is full or allocate a copy if it is not
+    if isfull(d.memory_s)
+        old_sk = popfirst!(d.memory_s)
+        copyto!(M, old_sk, st.sk)
+        push!(d.memory_s, old_sk)
+    else
+        push!(d.memory_s, copy(M, st.sk))
+    end
+    if isfull(d.memory_y)
+        old_yk = popfirst!(d.memory_y)
+        copyto!(M, old_yk, st.yk)
+        push!(d.memory_y, old_yk)
+    else
+        push!(d.memory_y, copy(M, st.yk))
+    end
     return d
 end