forum.alglib.net

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.

ALGLIB does not report derivative values, only current point and function value are reported. So there is no easy solution to your question.

It is very sad. Such a good library doesn't support this feature. But thanks for reply.