Topic: Simplifying L-BFGS-B
I am trying to use L-BFGS-B algorithm as a part of a game engine to minimize a function that look like this
Where everything except alpha_1 to alpha_n is a constant and all alphas lie between 0 and 1.
I have read the original paper on L-BFGS-B algorithm they suggested three methods for subspace minimization, I would like to know which among the three would be most suitable for solving a problem like this.And are there any more changes that we can make in order tune the algorithm for our application. I want it to perform as fast as it can.
Or can you suggest some other algorithm that would produce far better results than L-BFGS-B , for a function of this kind,thereby killing the possibility of further improvement.
Thanks in advance...