added more lbfgs tests

include/boost/math/optimization/lbfgs.hpp

@@ -344,6 +344,39 @@ make_lbfgs(Objective&& obj,
     lbfgs_update_policy<RealType>{},
     std::forward<LineSearchPolicy>(lsp));
 }
+
+template<class Objective,
+         typename ArgumentContainer,
+         class InitializationPolicy,
+         class FunctionEvalPolicy,
+         class GradientEvalPolicy,
+         class LineSearchPolicy>
+auto
+make_lbfgs(Objective&& obj,
+           ArgumentContainer& x,
+           std::size_t m,
+           InitializationPolicy&& ip,
+           FunctionEvalPolicy&& fep,
+           GradientEvalPolicy&& gep,
+           LineSearchPolicy&& lsp)
+{
+  using RealType = typename argument_container_t<ArgumentContainer>::type;
+  return lbfgs<ArgumentContainer,
+               RealType,
+               std::decay_t<Objective>,
+               InitializationPolicy,
+               FunctionEvalPolicy,
+               GradientEvalPolicy,
+               LineSearchPolicy>(std::forward<Objective>(obj),
+                                 x,
+                                 m,
+                                 std::forward<InitializationPolicy>(ip),
+                                 std::forward<FunctionEvalPolicy>(fep),
+                                 std::forward<GradientEvalPolicy>(gep),
+                                 lbfgs_update_policy<RealType>{},
+                                 std::forward<LineSearchPolicy>(lsp));
+}
+
 } // namespace optimization
 } // namespace math
 } // namespace boost

test/test_lbfgs.cpp

@@ -93,4 +93,28 @@ BOOST_AUTO_TEST_CASE_TEMPLATE(custom_init_lbfgs_test, T, all_float_types)
   }
 }
 
+BOOST_AUTO_TEST_CASE_TEMPLATE(analytic_lbfgs_test, T, all_float_types)
+{
+  constexpr size_t M = 10;
+  const T eps = T{ 1e-3 };
+
+  RandomSample<T> rng{ T(-5), T(5) };
+  std::vector<T> x(3);
+  for (auto& xi : x)
+    xi = rng.next();
+
+  auto opt = bopt::make_lbfgs(&quadratic<T>,         // Objective
+                              x,                     // Arguments
+                              M,                     // History size
+                              zero_init_policy<T>{}, // Initialization
+                              analytic_objective_eval_pol<T>{}, // Function eval
+                              analytic_gradient_eval_pol<T>{},  // Gradient eval
+                              bopt::armijo_line_search_policy<T>{});
+
+  auto result = minimize(opt);
+
+  for (auto& xi : x) {
+    BOOST_REQUIRE_SMALL(xi, eps);
+  }
+}
 BOOST_AUTO_TEST_SUITE_END()