Optim.jl icon indicating copy to clipboard operation
Optim.jl copied to clipboard
verified publisher icon JuliaNLSolvers

What is Optim's mechanism for calculating the gradient?

Open Li-shiyue opened this issue 2 years ago • 1 comments

When using the LBFGS algorithm within Fminbox, what is Optim's mechanism for calculating the gradient if there is no gradient vector for a given objective function? Can you give a detailed description?

Li-shiyue avatar Jan 24 '24 14:01 Li-shiyue

It depends on whether you choose an ad algorithm or not. If you do not, it's finite differencing. See some more information here https://julianlsolvers.github.io/Optim.jl/dev/user/gradientsandhessians/ . Does that answer your question?

pkofod avatar Jan 26 '24 13:01 pkofod