{"action":"created","issue":{"url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/328","repository_url":"https://api.github.com/repos/JuliaOpt/Optim.jl","labels_url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/328/labels{/name}","comments_url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/328/comments","events_url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/328/events","html_url":"https://github.com/JuliaOpt/Optim.jl/pull/328","id":197374965,"number":328,"title":"BFGS and Newton: reset initial linesearch step to one","user":{"login":"anriseth","id":5601805,"avatar_url":"https://avatars.githubusercontent.com/u/5601805?v=3","gravatar_id":"","url":"https://api.github.com/users/anriseth","html_url":"https://github.com/anriseth","followers_url":"https://api.github.com/users/anriseth/followers","following_url":"https://api.github.com/users/anriseth/following{/other_user}","gists_url":"https://api.github.com/users/anriseth/gists{/gist_id}","starred_url":"https://api.github.com/users/anriseth/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/anriseth/subscriptions","organizations_url":"https://api.github.com/users/anriseth/orgs","repos_url":"https://api.github.com/users/anriseth/repos","events_url":"https://api.github.com/users/anriseth/events{/privacy}","received_events_url":"https://api.github.com/users/anriseth/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":3,"created_at":"2016-12-23T14:06:21Z","updated_at":"2016-12-23T15:32:58Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/JuliaOpt/Optim.jl/pulls/328","html_url":"https://github.com/JuliaOpt/Optim.jl/pull/328","diff_url":"https://github.com/JuliaOpt/Optim.jl/pull/328.diff","patch_url":"https://github.com/JuliaOpt/Optim.jl/pull/328.patch"},"body":"Resetting the initial step for the linesearch to one after each iteration in Newton and BFGS improves convergence: \r\nNewton CUTEst tests with maxvar = 5:\r\n![f_err_cutest](https://cloud.githubusercontent.com/assets/5601805/21455516/c19d770a-c918-11e6-82b9-d619f55d4bf2.png)\r\nBFGS CUTEst tests with maxvar = 5:\r\n![f_err_bfgs_cutest](https://cloud.githubusercontent.com/assets/5601805/21455527/d82246c2-c918-11e6-8600-babaf56322b4.png)\r\n\r\nBT3 is backtracking with cubic interpolation, added in anriseth/LineSearches.jl#20. The behaviour for quadratic bactracking is similar.\r\nLBFGS already has a variant of this implemented, so I haven't added it there.\r\nRef #91 "},"comment":{"url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/comments/269006192","html_url":"https://github.com/JuliaOpt/Optim.jl/pull/328#issuecomment-269006192","issue_url":"https://api.github.com/repos/JuliaOpt/Optim.jl/issues/328","id":269006192,"user":{"login":"anriseth","id":5601805,"avatar_url":"https://avatars.githubusercontent.com/u/5601805?v=3","gravatar_id":"","url":"https://api.github.com/users/anriseth","html_url":"https://github.com/anriseth","followers_url":"https://api.github.com/users/anriseth/followers","following_url":"https://api.github.com/users/anriseth/following{/other_user}","gists_url":"https://api.github.com/users/anriseth/gists{/gist_id}","starred_url":"https://api.github.com/users/anriseth/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/anriseth/subscriptions","organizations_url":"https://api.github.com/users/anriseth/orgs","repos_url":"https://api.github.com/users/anriseth/repos","events_url":"https://api.github.com/users/anriseth/events{/privacy}","received_events_url":"https://api.github.com/users/anriseth/received_events","type":"User","site_admin":false},"created_at":"2016-12-23T15:32:58Z","updated_at":"2016-12-23T15:32:58Z","body":"Yep, I just copied your benchmark code from OptimTests.jl.\r\nHere's a run with maxvar = 20 (my laptop is slow, so I can't go much higher):\r\n![f_err_cutest](https://cloud.githubusercontent.com/assets/5601805/21457175/0b0119a4-c925-11e6-8bf6-96a0be6d092e.png)\r\n"}}
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