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Implement `NonlinearCG` variant which uses memoryless BFGS update #2

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patrick-kidger opened this issue Oct 3, 2023 · 0 comments

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feature

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patrick-kidger commented Oct 3, 2023

This would allow us to use all our line searches and descents with the nonlinear CG approximate Hessian. See Conjugate Gradient Methods with Inexact Line Search by Shanno.

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