How to use the Trust Region solver when Jacobian is free to evaluate

[Andrew_Smith]

My calculation of F(x) yields F'(x) for no additional cost in computation because I use AD. So when the solver asks for an F(x) update, is it OK to update F'(x) at the same time and ignore subsequent calls to upate F'(x) ?

We would need to be sure that x has not changed when the F'(x) update is requested.

If we can do this, it will be a considerable performance improvement of about 25% in my case.

If yes, please add this to the documentation.

[PrasanthD_intel]

Hi Andrew,

Thanks for reaching out to us.

We are forwarding this issue to the Subject Matter Experts, they will get back to you soon.

Regards

Prasanth

[Gennady_F_Intel · Accepted solution]

yes, You could ignore the subsequent calls to update F'(x).

[Gennady_F_Intel]

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