[Insight-users] Some questions regarding the lbfgsb optimizer

[Luis Ibanez]

Hi Erik,

Thanks for sharing your findings.


You may also find useful the references
cited in this email from the archives:
http://www.itk.org/pipermail/insight-users/2009-July/031468.html


    Regards,


         Luis


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On Thu, Mar 11, 2010 at 3:12 AM, Erik Türke <tuerke at cbs.mpg.de> wrote:
> Erik Türke wrote:
>>
>> Hi!
>>
>> At the moment i am dealing with the LBFGSB-Optimizer.
>>
>> I kinda understand how it works as a quasi-newton-optimizer, but i have
>> some question regarding the parameters which can be set.
>>
>> - SetCostFunctionConvergenceFactor:
>>
>> This defines when the algorithm terminates.
>> It is said that the algorithm terminates, " when the reduction in cost
>> function is less than factor * epsmch"
>> Is the reduction of the cost function referred to 1 iteration? If the
>> difference between the value of the cost function of iteration k and k+1 is
>> less
>> factor * epsmch then algorithm terminates?
>> And what exactly is meant by "mechine precision" ?
>>
>> - SetProjectedGradientTolerance:
>> What exactly is the difference between ProjectedGradientTolerance and
>> GradientMagnitudeTolerance, used in the RegularStepGradientOptimizer
>>
>> - SetMaximumNumberOfEvaluations:
>> What evaluation is meant by this parameter?
>>
>> - SetMaximumNumberOfCorrections:
>> What correction is meant by this parameter?
>>
>> And what is the use of the boundSelect, lowerBound and upperBound
>> parameters? Following the examples, i always set them to 0.
>>
>> And how is the step length defined? Is it set to 1? I am asking this,
>> because regarding the nonlinear optimization problem, i did not find any
>> strategy of choosing a appropriate step length.
>>
>> Sorry for that many questions, but i have not found the code for the
>> algorithm itself.
>>
>> Many thanks!
>>
>> Regards, Erik!
>>
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>
> Hi!
>
> I have been working on getting informations regarding my questions.
>
> At least i have found out what the bound parameters of the optimizer do and
> what is meant by epsmch.
> And is it right, that the correction and evaluation parameters have
> something to do with the approximation of the hessian matrix?
>
> Thanks for your help!
>
> Regards, Erik!
>
> _____________________________________
> Powered by www.kitware.com
>
> Visit other Kitware open-source projects at
> http://www.kitware.com/opensource/opensource.html
>
> Kitware offers ITK Training Courses, for more information visit:
> http://www.kitware.com/products/protraining.html
>
> Please keep messages on-topic and check the ITK FAQ at:
> http://www.itk.org/Wiki/ITK_FAQ
>
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