21 Jul 14:22
[OpenOpt] evaluation of f(x) and df(x)
Emanuele Olivetti <emanuele <at> relativita.com>
2008-07-21 12:22:48 GMT
2008-07-21 12:22:48 GMT
Dear All and Dmitrey, in my code the evaluation of f(x) and df(x) shares many intermediate steps. I'd like to re-use what is computed inside f(x) to evaluate df(x) more efficiently, during f(x) optimization. Then is it _always_ true that, when OpenOpt evaluates df(x) at a certain x=x^*, f(x) too was previously evaluated at x=x^*? And in case f(x) was evaluated multiple times before evaluating df(x), is it true that the last x at which f(x) was evaluated (before computing df(x=x^*)) was x=x^*? If these assumptions holds (as it seems from preliminary tests on NLP using ralg), the extra code to take advantage of this fact is extremely simple. Best, Emanuele P.S.: if the previous assumptions are false in general, I'd like to know it they are true at least for the NLP case.
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