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two_loop_direction

two_loop_direction

Compute L-BFGS search directions with the two-loop inverse-Hessian recursion and scalar scaling.

Independent GitHub snapshot · Automated classification · Original documentation governs

Skill-Dokumentation

GitHub

name: two_loop_direction description: Compute L-BFGS search directions with the two-loop inverse-Hessian recursion and scalar scaling.

Two-Loop Direction

Use this skill when an optimizer has L-BFGS curvature memory and needs a quasi-Newton descent direction without materializing a Hessian matrix. Do not use it when curvature pairs fail the positive-curvature condition.

Inputs

  • Current gradient vector.
  • Ordered correction memory (s_i, y_i) from oldest to newest.
  • Optional scalar initial inverse-Hessian scale.

Outputs

  • Search direction p = -H g.
  • Diagnostics with pair count, effective scale, and descent dot product.

Workflow

  1. Run the first loop from newest pair to oldest and store alpha values.
  2. Apply scalar initial scaling; use the newest pair scale (s^T y)/(y^T y) when none is supplied.
  3. Run the second loop from oldest pair to newest.
  4. Negate the resulting inverse-Hessian product.
  5. Verify the result is a descent direction on convex positive-curvature tests.

Validation

Run python tests/test_two_loop_direction.py or use the generated skill tree validator with tests enabled.

Limitations

The skill computes directions only; it does not update memory or perform line search.

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