[Ipopt] Stochastic lbfgs

[Panos Lambrianides]

Hi Everyone,

I wanted to ask if there were any plans to expand ipopt to include
stochastic lbfgs variants such as these
https://arxiv.org/pdf/1802.05374.pdf

How much work do you think it would be to do so? It seems to me that
writing an optimizer from scratch that incorporates these new advances into
interior point methods is not the best approach.


Best,
-Panos Lambrianides
Department of Applied Mathematics UC Santa Cruz
-- 
Panos Lambrianides
panos at soe.ucsc.edu
(415) 713-6718 (Mobile)
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