Status of general bound-constrained optimisation (L-BFGS-B)

[tom.ver...@gmail.com]

Dear all,

I am wondering whether there are any plans to include bound constraints for general optimisation problems in Ceres. An implementation of the LBFGSB algorithm version 3.0 would be very useful.

This feature was mentioned in this thread but I haven't seen an update afterwards, hence this enquiry:

https://groups.google.com/forum/#!msg/ceres-solver/t7o-Thw2HmM/cDTwAJyg6rIJ;context-place=searchin/ceres-solver/cuda%7Csort:relevance

Would it make sense to create a feature request for this on the github issue tracker?

For the record, if that help, there is a C port of the LBFGSB v3.0 here:

https://github.com/stephenbeckr/L-BFGS-B-C

There is also an Eigen-based independent reimplementation of LBFGSB (not sure if it's version 3.0 of the algorithm) in CppNumericalSolvers:

https://github.com/PatWie/CppNumericalSolvers

https://github.com/PatWie/CppNumericalSolvers/blob/master/include/cppoptlib/solver/lbfgsbsolver.h

I haven't tried it yet so can't comment on the quality of this implementation in comparison to the original L-BFGS-B code.

Best wishes,

Tom

[Alex Stewart]

Hi Tom,

Yes, L-BFGS-B is on the list of future updates to Ceres, although I think probably not in the short term.  Please do create a GitHub issue for it with the links below though, and we will post updates there - thanks.

-Alex

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[Sameer Agarwal]

we are also happy to work with you or anyone else who would like to contribute this functionality.

Sameer

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[tom.ver...@gmail.com]

Many thanks. For the record, I have created the feature request on github:

https://github.com/ceres-solver/ceres-solver/issues/230

Tom