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Implements the operator proposed in issue JuliaSmoothOptimizers#257: at each push!, it attempts a BFGS update (preserving positive definiteness) and falls back to an SR1 update (capturing negative curvature) when BFGS's numerical safeguards (sᵀy > 0, sᵀBs > 0) are not satisfied, rejecting the pair only if neither is well defined. Internally each memory slot is stored as one or two signed rank-one dyads, recomputed each push in chronological order (as LBFGSOperator and LSR1Operator already do), so mixed BFGS/SR1 histories share the same compact-representation machinery. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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🟡 Changes recommended
LQNData can become internally inconsistent when mem <= 0 (allocated slot buffers length mem but data.mem == max(mem,1)), leading to out-of-bounds indexing.
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Pull request overview
Adds a new limited-memory quasi-Newton operator (LQNOperator) to LinearOperators.jl that hybridizes BFGS and SR1 updates by selecting the first numerically well-defined update at each push!, and wires it into the existing quasi-Newton module and test suite.
Changes:
- Introduce
LQNOperatorwith automatic BFGS-first, SR1-fallback update selection and a compact signed rank-one representation. - Add comprehensive tests covering selection behavior, rejection behavior, dense-reference agreement, allocations, and eigenvalue sanity.
- Register the new operator in
src/qn.jland ensure tests run viatest/runtests.jl.
File summaries
| File | Description |
|---|---|
| src/lqn.jl | Implements LQNOperator and its storage/update logic (BFGS/SR1 hybrid). |
| src/qn.jl | Includes the new lqn.jl module into the quasi-Newton entry point. |
| test/test_lqn.jl | Adds test coverage for correctness, rejection rules, allocations, and eigen behavior. |
| test/runtests.jl | Ensures the new tests are executed in CI/local test runs. |
Review details
- Files reviewed: 4/4 changed files
- Comments generated: 1
- Review effort level: Lite
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Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>
arnavk23
changed the title
LQNOperator: a hybrid limited-memory BFGS/SR1 quasi-Newton operator
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@tmigot @dpo Fixes #257
At each push!, it attempts a BFGS update (preserving positive definiteness) and falls back to an SR1 update (capturing negative curvature) when BFGS's numerical safeguards (
sᵀy > 0,sᵀBs > 0) are not satisfied, rejecting the pair only if neither is well defined. Internally each memory slot is stored as one or two signed rank-one dyads, recomputed each push in chronological order (asLBFGSOperatorandLSR1Operatoralready do), so mixed BFGS/SR1 histories share the same compact-representation machinery.