jaxopt icon indicating copy to clipboard operation
jaxopt copied to clipboard
verified publisher icon google

Bound constraints in LBFGS

Open ianwilliamson opened this issue 3 years ago • 3 comments

This is a great package! Are bound constraints for LBFGS on the roadmap?

ianwilliamson avatar Feb 19 '22 00:02 ianwilliamson

Yes, though it make take a while. In the meantime, you can use the wrapper jaxopt.ScipyBoundedMinimize.

mblondel avatar Feb 19 '22 08:02 mblondel

Yes, though it make take a while. In the meantime, you can use the wrapper jaxopt.ScipyBoundedMinimize.

Thank you! I totally missed that in the documentation.

ianwilliamson avatar Feb 19 '22 16:02 ianwilliamson

And also jaxopt.ProjectedGradient together with projection_box.

mblondel avatar Mar 16 '22 17:03 mblondel

Is this still unresolved or is it possible to use bounds with jaxopt.LBFGSB now? In the documentation I saw, that .init_state and .update() accepts bounds as input.

Edit: I just saw that @emilyfertig added LBFGSB in the latest release v0.7. Maybe Emily you can comment on that?

nikithiel avatar Jun 07 '23 08:06 nikithiel

Indeed you can now use jaxopt.LBFGSB. The bounds are to be passed to run if you let jaxopt do the optimization loop or to init_state and update if you want to do the optimization loop manually. I will close this issue then.

mblondel avatar Jun 07 '23 09:06 mblondel