[petsc-users] PETSC with LBFGS solver

[Jed Brown]

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Bin Li <icelee.lee at gmail.com> writes:

> Dear Jed,
>
> If we use SNESSetFunction  with -snes_type qn, then I do not need call
>
> SNESSetJacobian( ), the Jacobian approximation was done in the qn.c code.

No, standard BFGS does not use the Jacobian, but if you want to use
"jacobian" scaling (as in the paper), you need to SNESSetJacobian.

> Am I right ? Thank you !
>
>
>
> On Wed, Jan 22, 2014 at 3:39 PM, Jed Brown <jed at jedbrown.org> wrote:
>
>> Bin Li <icelee.lee at gmail.com> writes:
>>
>> > Dear All,
>> >
>> > I want to use the LBFGS solver, but I can not find any example on how to
>> > code it ?
>>
>> SNESSetFunction and run with -snes_type qn.
>>
>> See also
>> http://59A2.org/files/BrownBrune-LowRankQuasiNewtonRobustJacobianLagging-2013.pdf
>>
>
>
>
> -- 
>
> Best regard.
>
> Bin
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