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  • why AULA
    NLOPTやっぱ遅い. 巨大なヘッシアンを扱うならAULAかな. SNOPTも選択肢の一つだけど, スパース性を考慮できるか.

  • problem in the impl in the dev branch
    example.jl の問題は mu_inc = 0.9 くらいにすると安定するが, mu_inc = 0.5 とかにすると, いったんは所望の解(2.0, 1.0)に近づくものの, どんどん発散していく. さらにruntest.jlの問題はそもそも解けない...

  • problem in the implementation in the master branch is
    ヘッシアンの実装がおかしい. 基本的にはwright 2007を参照しているのに, アップデートアルゴリズムなどがところどころtoussaint2017を参照している. muを増やす向き. hessianの近似. あと, toussaintのquasi-newton approximiationはいろいろ係数とかが間違っているので計算しなおすこと.

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