[Insight-users] Some questions regarding the lbfgsb optimizer

[Erik Türke]

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!