OptimKit.jl
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Is complex number supported in OptimKit?
For complex optimization, there is an error for missing method isless(::ComplexF64, ::ComplexF64). Is the complex number supported in OptimKit?
The parameters over which you are optimising can be complex. But the value of your cost function should be real. What would it mean to miminize otherwise?
Thanks for the quick reply. My cost function is real. I figured it out as I needed to define the inner function by taking the real part.