|Question about the minnlccreatef
|Page 1 of 1|
|Author:||[mook2017] [ Wed Jan 04, 2017 11:24 pm ]|
|Post subject:||Question about the minnlccreatef|
Hello, I am working on an optimization problem with hundreds variables and hundreds constraints.
This model is not possible to provide exact first derivatives and second derivatives.
So my focus is to find a solution with a minimum function evaluation using numerical differentiation.
I wonder if there is a method for the forward (or backward) finite difference scheme to compute derivatives.
I know central fdm gives more exact derivative values but it computes too many function evaluations.
|Page 1 of 1||All times are UTC|
|Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group