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| minlmoptimize and minlmcreatefgh http://forum.alglib.net/viewtopic.php?f=2&t=750 |
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| Author: | keithalewis [ Wed Dec 26, 2012 10:58 pm ] |
| Post subject: | minlmoptimize and minlmcreatefgh |
The examples in the documentation seem to imply redundant definitions are required in the Jacobian and Hessian (when using minlmcreatefgh). If you are passing the function, does it really need to be repeated in the Jacobian, and do both the function and Jacobian have to be repeated in the Hessian? Thanks, Keith |
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