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| Question about the minnlccreatef http://forum.alglib.net/viewtopic.php?f=2&t=3784 |
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| 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. Thanks, |
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