Is there a worked-out example of L-BFGS / L-BFGS-B?

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SUMMARY

The discussion focuses on the implementation of the L-BFGS and L-BFGS-B algorithms, specifically seeking a detailed, worked-out example similar to the tutorial provided by McMaster University. The user expresses difficulty in understanding the steps involved in these algorithms and requests a comprehensive guide that explains the output of each iteration for a simple problem. The conversation highlights the need for practical examples to facilitate better understanding of these optimization techniques.

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  • Understanding of optimization algorithms, specifically L-BFGS and L-BFGS-B.
  • Familiarity with programming languages that support these algorithms, such as Python or Fortran.
  • Basic knowledge of numerical methods and iterative processes.
  • Experience with algorithm implementation and debugging techniques.
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Data scientists, machine learning practitioners, and software developers interested in implementing optimization algorithms like L-BFGS and L-BFGS-B for various applications.

chintanp
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I have seen the implementation of L-BFGS-B by authors in Fortran and ports in several languages. I am trying to implement the algorithm on my own.

I am having difficulty grasping a few steps. Is there a worked out example using L-BFGS or L-BFGS-B ? Something similar to http://www.cas.mcmaster.ca/~cs4te3/tutorials/BFGS.pdf explaining the output of each step in an iteration for a simple problem.
 
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