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| gradient http://forum.alglib.net/viewtopic.php?f=2&t=599 |
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| Author: | newbie [ Wed Jul 18, 2012 6:21 pm ] |
| Post subject: | gradient |
Hi! I try to use CG optimization algorithm when gradient is calculated by ALGLIB (C++ version): http://www.alglib.net/translator/man/ma ... cg_numdiff But I can't understant how to get the values of gradient at each iteration. I found mincgsetxrep(state, needxrep) but it doesn't work( So how to get the derivatives? Thank you. |
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| Author: | Sergey.Bochkanov [ Thu Jul 19, 2012 5:48 am ] |
| Post subject: | Re: gradient |
ALGLIB does not report derivative values, only current point and function value are reported. So there is no easy solution to your question. |
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| Author: | newbie [ Thu Jul 19, 2012 11:36 am ] |
| Post subject: | Re: gradient |
It is very sad. Such a good library doesn't support this feature. But thanks for reply. |
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