[Insight-users] Small problem using LBFGSB

[Tom Vercauteren]

Dear Brad,

I started using the vnl_lbfgsb optimizer and stumbled into a problem.
I saw that you were the author of this code which is why I am writing
to you directly (The insight-users mailing list is cc'ed as it may
interests other ITK users).

In some scenarios (which unfortunately I cannot easily isolate) the
optimizer dramatically fails and reports a very bad cost function
value (with respect to previous iterations).

What I first did was to modify the vnl wrapper to trace the problem.
Here is the message I get from the lbfgsb routine just before the bug:

  Bad direction in the line search;
    refresh the lbfgs memory and restart the iteration.


When I don't specify actual bound constraints, this message also shows
up from time to time but the cost function values are still being
optimized...

I tried to debug the code but as the problem seems to come from the
f2c'ed code, I have some problems understanding it...

As a work-around, I have modified the vnl_lbfgsb optimizer to make
sure that it reports the best value visited during the optimization.
So, even when the optimizer fails, the returned value remains good
enough.

My modifications are attached as a patch or as a single file.

As this problem concerns a vnl file within ITK, I wasn't quite sure if
I should file an ITK bug report or not.

Best regards,
Tom Vercauteren
-------------- next part --------------
A non-text attachment was scrubbed...
Name: vnl_lbfgsb_patch_for_best_position.diff
Type: text/x-diff
Size: 3837 bytes
Desc: not available
URL: <http://www.itk.org/pipermail/insight-users/attachments/20080429/185fd453/attachment-0001.diff>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: vnl_lbfgsb.cxx
Type: text/x-c++src
Size: 4584 bytes
Desc: not available
URL: <http://www.itk.org/pipermail/insight-users/attachments/20080429/185fd453/attachment-0001.cxx>