numopt-js 0.3.0 → 0.3.1

package/README.md

@@ -11,6 +11,9 @@ A flexible numerical optimization library for JavaScript/TypeScript that works s
 
 - **Gradient Descent**: Simple, robust optimization algorithm with line search support
 - **Line Search**: Backtracking line search with Armijo condition for optimal step sizes (following Nocedal & Wright, *Numerical Optimization* (2nd ed.), Algorithm 3.1)
+- **Strong Wolfe Line Search**: Robust line search satisfying Strong Wolfe conditions (recommended for quasi-Newton methods)
+- **BFGS**: Quasi-Newton method that updates a dense inverse Hessian approximation (unconstrained smooth optimization)
+- **L-BFGS**: Memory-efficient quasi-Newton method (two-loop recursion) for larger parameter counts
 - **Gauss-Newton Method**: Efficient method for nonlinear least squares problems
 - **Levenberg-Marquardt Algorithm**: Robust algorithm combining Gauss-Newton with damping
 - **Constrained Gauss-Newton**: Efficient constrained nonlinear least squares using effective Jacobian
@@ -32,6 +35,33 @@ A flexible numerical optimization library for JavaScript/TypeScript that works s
 npm install numopt-js
 ```
 
+## Start Here (Pick Your Path)
+
+- **Minimize a scalar cost** (smooth unconstrained optimization): use **Gradient Descent** (`cost: (p) => number`, `grad: (p) => Float64Array`). Start at [Gradient Descent](#gradient-descent).
+- **Minimize a scalar cost (faster than GD for many problems)**: use **BFGS** or **L-BFGS** (`cost: (p) => number`, `grad: (p) => Float64Array`). Start at [BFGS / L-BFGS](#bfgs--l-bfgs).
+- **Fit a model with residuals** (nonlinear least squares): use **Levenberg–Marquardt** or **Gauss–Newton** (`residual: (p) => Float64Array`, optional `jacobian: (p) => Matrix`). Start at [Levenberg-Marquardt](#levenberg-marquardt-nonlinear-least-squares).
+- **Equality-constrained problems** \(c(p, x) = 0\): use **Adjoint** / **Constrained GN/LM** (`constraint: (p, x) => Float64Array`). Start at [Adjoint Method](#adjoint-method-constrained-optimization).
+- **Browser usage**: start at [Browser Usage](#browser-usage).
+
+**Why `Float64Array`?** This library uses `Float64Array` for predictable numeric performance. You can always convert from normal arrays with `new Float64Array([1, 2, 3])` (more details below).
+
+## Cost Function vs Residual Function (Important)
+
+- **Cost function**: `cost(p) -> number` (used by `gradientDescent`)
+- **Residual function**: `residual(p) -> Float64Array` (used by `gaussNewton` / `levenbergMarquardt`), where the library minimizes \(f(p) = 1/2 \|r(p)\|^2\)
+
+## Result Object (What to Look At)
+
+Most algorithms return a `result` with these fields:
+
+- **Common (all algorithms)**: `finalParameters`, `converged`, `iterations`, `finalCost`
+- **Gradient Descent**: `finalGradientNorm`, `usedLineSearch`
+- **BFGS / L-BFGS**: `finalGradientNorm`
+- **Gauss-Newton / Levenberg–Marquardt**: `finalResidualNorm` (and LM also has `finalLambda`)
+- **Constrained algorithms / Adjoint**: `finalStates`, `finalConstraintNorm`
+
+Note: `result.parameters` is a deprecated alias of `result.finalParameters` and will be removed in a future release.
+
 ## 60-second Quick Start (Node)
 
 Pick **one** of the following and run it.
@@ -55,6 +85,30 @@ const result = gradientDescent(new Float64Array([5, -3]), cost, grad, {
 console.log(result.finalParameters);
 ```
 
+## BFGS / L-BFGS
+
+Use these for smooth unconstrained problems when you can provide a gradient.
+
+```js
+import { bfgs, lbfgs } from 'numopt-js';
+
+const cost = (params) => (params[0] - 1) ** 2 + (params[1] + 2) ** 2;
+const grad = (params) => new Float64Array([2 * (params[0] - 1), 2 * (params[1] + 2)]);
+
+const bfgsResult = bfgs(new Float64Array([10, 10]), cost, grad, {
+  maxIterations: 200,
+  tolerance: 1e-8
+});
+
+const lbfgsResult = lbfgs(new Float64Array([10, 10]), cost, grad, {
+  maxIterations: 200,
+  tolerance: 1e-8,
+  historySize: 10
+});
+
+console.log(bfgsResult.finalParameters, lbfgsResult.finalParameters);
+```
+
 Run:
 
 ```bash
@@ -113,6 +167,10 @@ const { gradientDescent } = require('numopt-js');
 
 numopt-js is designed to work seamlessly in browser environments. The library automatically provides a browser-optimized bundle that includes all dependencies.
 
+**Important**:
+- **Don’t use `file://`** for the import-maps / direct-import examples. Serve your files via a local static server (for example: `npx serve`, `python -m http.server`, or Vite) so ES modules load correctly.
+- **SSR frameworks (Next.js, etc.)**: run numopt-js on the client side. If you hit SSR errors, move the code into a client component (`"use client"`) or dynamically import it with SSR disabled.
+
 ### Option 1: Bundler (Recommended)
 
 If you're using a bundler (Vite/Webpack/Rollup), just import from the package and the bundler will resolve the browser build via `package.json` exports.
@@ -177,6 +235,15 @@ After installing dependencies with `npm install`, you can run the example script
 - `npm run example:constrained-gauss-newton` — constrained least squares via effective Jacobian
 - `npm run example:constrained-lm` — constrained Levenberg–Marquardt
 
+**Start with these (recommended reading order):**
+
+- `npm run example:gradient` — smallest end-to-end example (scalar cost + gradient)
+- `npm run example:rosenbrock` — shows why line search matters on a classic non-convex problem
+- `npm run example:lm` — first least-squares example (residuals, optional numeric Jacobian)
+- `npm run example:constrained-gauss-newton` — first constrained least-squares example
+- `npm run example:constrained-lm` — robust constrained least-squares (damping)
+- `npm run example:adjoint` — constrained optimization with states \(x\) and parameters \(p\)
+
 **Pick an algorithm:**
 
 - Gradient Descent — stable first choice for smooth problems (see below)
@@ -350,6 +417,10 @@ const gradientFn = createFiniteDiffGradient(costFn, { stepSize: 1e-8 });
 const gradient = finiteDiffGradient(params, costFn, { stepSize: 1e-8 });
 ```
 
+**Practical tips (finite differences)**:
+- **Scale your parameters** so typical values are around \(O(1)\). If one parameter is \(10^{-6}\) and another is \(10^{6}\), a single global `stepSize` will often fail.
+- If you work in physical units, consider **normalizing inputs/parameters** first, then convert back after optimization.
+
 ### Adjoint Method (Constrained Optimization)
 
 The adjoint method efficiently solves constrained optimization problems by solving for an adjoint variable λ instead of explicitly inverting matrices. This requires solving only one linear system per iteration, making it much more efficient than naive approaches.
@@ -636,7 +707,7 @@ Extends `ConstrainedGaussNewtonOptions` with:
 - `tolStep?: number` - Tolerance for step size convergence (default: 1e-6)
 - `tolResidual?: number` - Tolerance for residual norm convergence (default: 1e-6)
 
-**Note**: The constraint function `c(p, x)` does not need to return a vector with the same length as the state vector `x`. The adjoint method supports both square and non-square constraint Jacobians (overdetermined and underdetermined systems). For non-square matrices, the method uses QR decomposition or pseudo-inverse to solve the adjoint equation.
+**Note**: The constraint function `c(p, x)` does not need to return a vector with the same length as the state vector `x`. The constrained solvers support both square and non-square constraint Jacobians (overdetermined and underdetermined systems) by solving the relevant linear systems in a least-squares sense (with regularization when needed). If you see instability, try scaling/normalizing your states/constraints.
 
 #### Numerical Differentiation Options
 

package/dist/core/bfgs.d.ts

@@ -0,0 +1,16 @@
+/**
+ * This file implements the (dense) BFGS algorithm for unconstrained smooth optimization.
+ *
+ * Role in system:
+ * - Quasi-Newton optimizer for scalar cost functions with user-provided gradients
+ * - Uses Strong Wolfe line search to encourage curvature conditions needed for stable updates
+ * - Dense method: stores a full inverse Hessian approximation (O(n^2) memory)
+ *
+ * For first-time readers:
+ * - Start with `bfgs` (main entry point)
+ * - Then read `updateInverseHessianApproximation` (core BFGS update)
+ * - Finally, check safeguard helpers (descent direction / curvature checks)
+ */
+import type { BfgsOptions, CostFn, GradientFn, OptimizationResult } from './types.js';
+export declare function bfgs(initialParameters: Float64Array, costFunction: CostFn, gradientFunction: GradientFn, options?: BfgsOptions): OptimizationResult;
+//# sourceMappingURL=bfgs.d.ts.map

package/dist/core/bfgs.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/bfgs.js

@@ -0,0 +1,167 @@
+/**
+ * This file implements the (dense) BFGS algorithm for unconstrained smooth optimization.
+ *
+ * Role in system:
+ * - Quasi-Newton optimizer for scalar cost functions with user-provided gradients
+ * - Uses Strong Wolfe line search to encourage curvature conditions needed for stable updates
+ * - Dense method: stores a full inverse Hessian approximation (O(n^2) memory)
+ *
+ * For first-time readers:
+ * - Start with `bfgs` (main entry point)
+ * - Then read `updateInverseHessianApproximation` (core BFGS update)
+ * - Finally, check safeguard helpers (descent direction / curvature checks)
+ */
+import { Matrix } from 'ml-matrix';
+import { strongWolfeLineSearch } from './lineSearch.js';
+import { Logger } from './logger.js';
+import { checkGradientConvergence, createConvergenceResult } from './convergence.js';
+import { addVectors, dotProduct, scaleVector, subtractVectors, vectorNorm } from '../utils/matrix.js';
+const DEFAULT_MAX_ITERATIONS = 1000;
+const DEFAULT_TOLERANCE = 1e-6;
+const DEFAULT_USE_LINE_SEARCH = true;
+const DEFAULT_FIXED_STEP_SIZE = 1.0;
+const INVALID_STEP_SIZE = 0.0;
+const NEGATIVE_GRADIENT_DIRECTION = -1.0;
+const MINIMUM_CURVATURE_THRESHOLD = 1e-10;
+function createIdentityMatrix(dimension) {
+    // NOTE: Provide both dimensions to stay compatible with our (older) local typing history
+    // and with ml-matrix's API where `columns` is optional.
+    return Matrix.eye(dimension, dimension);
+}
+function multiplyMatrixVector(matrix, vector) {
+    const result = new Float64Array(vector.length);
+    for (let rowIndex = 0; rowIndex < matrix.rows; rowIndex++) {
+        let sum = 0.0;
+        for (let columnIndex = 0; columnIndex < matrix.columns; columnIndex++) {
+            sum += matrix.get(rowIndex, columnIndex) * vector[columnIndex];
+        }
+        result[rowIndex] = sum;
+    }
+    return result;
+}
+function computeBfgsSearchDirection(inverseHessianApproximation, currentGradient) {
+    const approximateNewtonDirection = multiplyMatrixVector(inverseHessianApproximation, currentGradient);
+    return scaleVector(approximateNewtonDirection, NEGATIVE_GRADIENT_DIRECTION);
+}
+function ensureDescentDirectionOrFallback(currentGradient, proposedSearchDirection, currentInverseHessianApproximation, logger, iteration, currentCost) {
+    const directionalDerivative = dotProduct(currentGradient, proposedSearchDirection);
+    const isDescentDirection = directionalDerivative < 0.0;
+    if (isDescentDirection) {
+        return { searchDirection: proposedSearchDirection, inverseHessianApproximation: currentInverseHessianApproximation };
+    }
+    // WHY: If numerical issues yield a non-descent direction, reset H to identity and fall back to -g.
+    logger.warn('bfgs', iteration, 'Non-descent direction detected; resetting inverse Hessian and using negative gradient.', [
+        { key: 'Cost:', value: currentCost },
+        { key: 'Directional derivative:', value: directionalDerivative }
+    ]);
+    return {
+        searchDirection: scaleVector(currentGradient, NEGATIVE_GRADIENT_DIRECTION),
+        inverseHessianApproximation: createIdentityMatrix(currentGradient.length)
+    };
+}
+function updateInverseHessianApproximation(inverseHessianApproximation, stepVector, gradientChangeVector, logger, iteration, currentCost) {
+    const stepDotGradientChange = dotProduct(stepVector, gradientChangeVector);
+    const curvatureIsTooWeak = stepDotGradientChange <= MINIMUM_CURVATURE_THRESHOLD;
+    if (curvatureIsTooWeak) {
+        // WHY: If curvature is weak/negative, the BFGS update can break positive definiteness.
+        logger.warn('bfgs', iteration, 'Curvature condition too weak; resetting inverse Hessian approximation.', [
+            { key: 'Cost:', value: currentCost },
+            { key: 'stepDotGradientChange:', value: stepDotGradientChange }
+        ]);
+        return createIdentityMatrix(stepVector.length);
+    }
+    const curvatureScaling = 1.0 / stepDotGradientChange;
+    const stepMatrix = Matrix.columnVector(Array.from(stepVector));
+    const gradientChangeMatrix = Matrix.columnVector(Array.from(gradientChangeVector));
+    const identityMatrix = createIdentityMatrix(stepVector.length);
+    const stepGradientOuterProduct = stepMatrix.mmul(gradientChangeMatrix.transpose()).mul(curvatureScaling);
+    const gradientStepOuterProduct = gradientChangeMatrix.mmul(stepMatrix.transpose()).mul(curvatureScaling);
+    const leftFactor = identityMatrix.sub(stepGradientOuterProduct);
+    const rightFactor = identityMatrix.sub(gradientStepOuterProduct);
+    const rankTwoPart = leftFactor.mmul(inverseHessianApproximation).mmul(rightFactor);
+    const rankOnePart = stepMatrix.mmul(stepMatrix.transpose()).mul(curvatureScaling);
+    return rankTwoPart.add(rankOnePart);
+}
+function computeNextParameters(currentParameters, searchDirection, stepSize) {
+    const stepVector = scaleVector(searchDirection, stepSize);
+    return addVectors(currentParameters, stepVector);
+}
+function handleLineSearchFailure(currentParameters, iteration, currentCost, gradientNorm, logger) {
+    logger.warn('bfgs', iteration, 'Line search failed (non-descent direction).', [
+        { key: 'Cost:', value: currentCost },
+        { key: 'Gradient norm:', value: gradientNorm }
+    ]);
+    return {
+        finalParameters: currentParameters,
+        parameters: currentParameters,
+        iterations: iteration + 1,
+        converged: false,
+        finalCost: currentCost,
+        finalGradientNorm: gradientNorm
+    };
+}
+export function bfgs(initialParameters, costFunction, gradientFunction, options = {}) {
+    const maxIterations = options.maxIterations ?? DEFAULT_MAX_ITERATIONS;
+    const tolerance = options.tolerance ?? DEFAULT_TOLERANCE;
+    const useLineSearch = options.useLineSearch ?? DEFAULT_USE_LINE_SEARCH;
+    const fixedStepSize = options.stepSize ?? DEFAULT_FIXED_STEP_SIZE;
+    const onIteration = options.onIteration;
+    const logger = new Logger(options.logLevel, options.verbose);
+    let currentParameters = new Float64Array(initialParameters);
+    let currentCost = costFunction(currentParameters);
+    let inverseHessianApproximation = createIdentityMatrix(currentParameters.length);
+    for (let iteration = 0; iteration < maxIterations; iteration++) {
+        const currentGradient = gradientFunction(currentParameters);
+        const gradientNorm = vectorNorm(currentGradient);
+        if (onIteration)
+            onIteration(iteration, currentCost, currentParameters);
+        if (checkGradientConvergence(gradientNorm, tolerance, iteration)) {
+            logger.info('bfgs', iteration, 'Converged', [
+                { key: 'Cost:', value: currentCost },
+                { key: 'Gradient norm:', value: gradientNorm }
+            ]);
+            return createConvergenceResult(currentParameters, iteration, true, currentCost, gradientNorm);
+        }
+        const proposedSearchDirection = computeBfgsSearchDirection(inverseHessianApproximation, currentGradient);
+        const descentResult = ensureDescentDirectionOrFallback(currentGradient, proposedSearchDirection, inverseHessianApproximation, logger, iteration, currentCost);
+        const searchDirection = descentResult.searchDirection;
+        inverseHessianApproximation = descentResult.inverseHessianApproximation;
+        const stepSize = useLineSearch
+            ? strongWolfeLineSearch(costFunction, gradientFunction, currentParameters, searchDirection, options.lineSearchOptions)
+            : fixedStepSize;
+        if (stepSize === INVALID_STEP_SIZE) {
+            return handleLineSearchFailure(currentParameters, iteration, currentCost, gradientNorm, logger);
+        }
+        const newParameters = computeNextParameters(currentParameters, searchDirection, stepSize);
+        const stepVector = subtractVectors(newParameters, currentParameters);
+        const stepNorm = vectorNorm(stepVector);
+        const newCost = costFunction(newParameters);
+        const newGradient = gradientFunction(newParameters);
+        const gradientChangeVector = subtractVectors(newGradient, currentGradient);
+        inverseHessianApproximation = updateInverseHessianApproximation(inverseHessianApproximation, stepVector, gradientChangeVector, logger, iteration, newCost);
+        logger.debug('bfgs', iteration, 'Progress', [
+            { key: 'Cost:', value: currentCost },
+            { key: 'Gradient norm:', value: gradientNorm },
+            { key: 'Step size:', value: stepSize },
+            { key: 'Step norm:', value: stepNorm }
+        ]);
+        currentParameters = new Float64Array(newParameters);
+        currentCost = newCost;
+    }
+    const finalGradient = gradientFunction(currentParameters);
+    const finalGradientNorm = vectorNorm(finalGradient);
+    logger.warn('bfgs', undefined, 'Maximum iterations reached', [
+        { key: 'Iterations:', value: maxIterations },
+        { key: 'Final cost:', value: currentCost },
+        { key: 'Final gradient norm:', value: finalGradientNorm }
+    ]);
+    return {
+        finalParameters: currentParameters,
+        parameters: currentParameters,
+        iterations: maxIterations,
+        converged: false,
+        finalCost: currentCost,
+        finalGradientNorm: finalGradientNorm
+    };
+}
+//# sourceMappingURL=bfgs.js.map

package/dist/core/bfgs.js.map

@@ -0,0 +1 @@
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package/dist/core/constrainedUtils.d.ts

@@ -77,8 +77,11 @@ export declare function projectStatesToConstraints(parameters: Float64Array, sta
  * Validates initial conditions including constraint satisfaction and dimensions.
  *
  * Checks that:
- * 1. Constraint count equals state count (required for adjoint method)
- * 2. Initial constraint violation is within tolerance (warns if not)
+ * 1. Initial constraint violation is within tolerance (warns if not)
+ *
+ * Note:
+ * - Constraint count and state count do not need to match.
+ * - Both square and non-square constraint Jacobians are supported by the shared solvers.
  *
  * @param initialParameters - Initial parameter vector p0
  * @param initialStates - Initial state vector x0
@@ -86,7 +89,6 @@ export declare function projectStatesToConstraints(parameters: Float64Array, sta
  * @param constraintTolerance - Tolerance for constraint violation
  * @param logger - Logger instance for warnings
  * @param algorithmName - Name of calling algorithm (for error messages)
- * @throws Error if constraint count != state count
  */
 export declare function validateInitialConditions(initialParameters: Float64Array, initialStates: Float64Array, constraintFunction: ConstraintFn, constraintTolerance: number, logger: Logger, algorithmName?: string): void;
 //# sourceMappingURL=constrainedUtils.d.ts.map

package/dist/core/constrainedUtils.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"constrainedUtils.d.ts","sourceRoot":"","sources":["../../src/core/constrainedUtils.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;GAgBG;AAEH,OAAO,EAAE,MAAM,EAAgC,MAAM,WAAW,CAAC;AACjE,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,YAAY,CAAC;AAG/C,OAAO,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC;AAyQrC;;;;;;;;;;;;;GAaG;AACH,wBAAgB,iBAAiB,CAC/B,CAAC,EAAE,MAAM,EACT,CAAC,EAAE,MAAM,EACT,MAAM,EAAE,MAAM,EACd,aAAa,GAAE,MAAkC,EACjD,cAAc,GAAE,MAAU,GACzB,YAAY,CAgBd;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,oBAAoB,CAClC,IAAI,EAAE,MAAM,EACZ,GAAG,EAAE,YAAY,EACjB,MAAM,EAAE,MAAM,EACd,aAAa,GAAE,MAAkC,EACjD,cAAc,GAAE,MAAU,GACzB,YAAY,CAkBd;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,YAAY,CAC1B,aAAa,EAAE,YAAY,EAC3B,IAAI,EAAE,MAAM,EACZ,IAAI,EAAE,MAAM,EACZ,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,aAAa,GAAE,MAAkC,GAChD,YAAY,CAcd;AAED;;;;;GAKG;AACH,wBAAgB,0BAA0B,CACxC,UAAU,EAAE,YAAY,EACxB,MAAM,EAAE,YAAY,EACpB,kBAAkB,EAAE,YAAY,EAChC,SAAS,EAAE,MAAM,EACjB,mBAAmB,EAAE,MAAM,EAC3B,MAAM,EAAE,MAAM,EACd,aAAa,GAAE,MAAkC,EACjD,aAAa,GAAE,MAAU,GACxB,YAAY,CAyBd;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,yBAAyB,CACvC,iBAAiB,EAAE,YAAY,EAC/B,aAAa,EAAE,YAAY,EAC3B,kBAAkB,EAAE,YAAY,EAChC,mBAAmB,EAAE,MAAM,EAC3B,MAAM,EAAE,MAAM,EACd,aAAa,GAAE,MAAkC,GAChD,IAAI,CAYN"}

package/dist/core/constrainedUtils.js

@@ -338,8 +338,11 @@ export function projectStatesToConstraints(parameters, states, constraintFunctio
  * Validates initial conditions including constraint satisfaction and dimensions.
  *
  * Checks that:
- * 1. Constraint count equals state count (required for adjoint method)
- * 2. Initial constraint violation is within tolerance (warns if not)
+ * 1. Initial constraint violation is within tolerance (warns if not)
+ *
+ * Note:
+ * - Constraint count and state count do not need to match.
+ * - Both square and non-square constraint Jacobians are supported by the shared solvers.
  *
  * @param initialParameters - Initial parameter vector p0
  * @param initialStates - Initial state vector x0
@@ -347,7 +350,6 @@ export function projectStatesToConstraints(parameters, states, constraintFunctio
  * @param constraintTolerance - Tolerance for constraint violation
  * @param logger - Logger instance for warnings
  * @param algorithmName - Name of calling algorithm (for error messages)
- * @throws Error if constraint count != state count
  */
 export function validateInitialConditions(initialParameters, initialStates, constraintFunction, constraintTolerance, logger, algorithmName = 'constrainedOptimization') {
     const initialConstraint = constraintFunction(initialParameters, initialStates);

package/dist/core/constrainedUtils.js.map

@@ -1 +1 @@
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package/dist/core/convergence.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"convergence.d.ts","sourceRoot":"","sources":["../../src/core/convergence.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AAEH,OAAO,KAAK,EAAE,kBAAkB,EAAE,MAAM,YAAY,CAAC;AAErD;;;GAGG;AACH,wBAAgB,uBAAuB,CACrC,eAAe,EAAE,YAAY,EAC7B,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,OAAO,EAClB,SAAS,EAAE,MAAM,EACjB,iBAAiB,CAAC,EAAE,MAAM,GACzB,kBAAkB,CASpB;AAED;;;GAGG;AACH,wBAAgB,wBAAwB,CACtC,YAAY,EAAE,MAAM,EACpB,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,MAAM,GAChB,OAAO,CAOT;AAED;;;GAGG;AACH,wBAAgB,wBAAwB,CACtC,QAAQ,EAAE,MAAM,EAChB,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,MAAM,GAChB,OAAO,CAKT;AAED;;;GAGG;AACH,wBAAgB,wBAAwB,CACtC,YAAY,EAAE,MAAM,EACpB,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,MAAM,GAChB,OAAO,CAIT"}

package/dist/core/convergence.js

@@ -30,23 +30,30 @@ export function createConvergenceResult(finalParameters, iteration, converged, f
  * Returns true if gradient is small enough (algorithm has found a stationary point).
  */
 export function checkGradientConvergence(gradientNorm, tolerance, iteration) {
-    // Skip convergence check on first iteration (no step taken yet)
-    return iteration > 0 && gradientNorm < tolerance;
+    // NOTE:
+    // If the initial point is already a stationary point (||∇f(x0)|| ≈ 0),
+    // optimizers should report convergence immediately. Skipping iteration 0
+    // can incorrectly trigger line-search failures (e.g., zero search direction).
+    void iteration; // kept for backward-compatible signature
+    return gradientNorm < tolerance;
 }
 /**
  * Checks if step size indicates convergence.
  * Returns true if step is small enough (algorithm is making minimal progress).
  */
 export function checkStepSizeConvergence(stepNorm, tolerance, iteration) {
-    // Skip convergence check on first iteration (no step taken yet)
-    return iteration > 0 && stepNorm < tolerance;
+    // A tiny step on the first iteration is still a valid convergence signal
+    // (e.g., already near the optimum).
+    void iteration; // kept for backward-compatible signature
+    return stepNorm < tolerance;
 }
 /**
  * Checks if residual norm indicates convergence.
  * Returns true if residual is small enough (problem is solved to desired accuracy).
  */
 export function checkResidualConvergence(residualNorm, tolerance, iteration) {
-    // Skip convergence check on first iteration (no step taken yet)
-    return iteration > 0 && residualNorm < tolerance;
+    // If the initial residual is already small, we should converge immediately.
+    void iteration; // kept for backward-compatible signature
+    return residualNorm < tolerance;
 }
 //# sourceMappingURL=convergence.js.map

package/dist/core/convergence.js.map

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package/dist/core/lbfgs.d.ts

@@ -0,0 +1,17 @@
+/**
+ * This file implements the L-BFGS (Limited-memory BFGS) algorithm for unconstrained
+ * smooth optimization.
+ *
+ * Role in system:
+ * - Quasi-Newton optimizer for scalar cost functions with user-provided gradients
+ * - Uses Strong Wolfe line search to obtain steps that typically satisfy curvature conditions
+ * - Memory-efficient alternative to dense BFGS for medium/large parameter counts
+ *
+ * For first-time readers:
+ * - Start with `lbfgs` (main entry point)
+ * - Then read `computeLbfgsSearchDirection` (two-loop recursion)
+ * - Finally, check safeguard helpers (descent direction / curvature checks)
+ */
+import type { CostFn, GradientFn, OptimizationResult, LbfgsOptions } from './types.js';
+export declare function lbfgs(initialParameters: Float64Array, costFunction: CostFn, gradientFunction: GradientFn, options?: LbfgsOptions): OptimizationResult;
+//# sourceMappingURL=lbfgs.d.ts.map

package/dist/core/lbfgs.d.ts.map

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