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

Andrew_Smith
New Contributor III
432 Views

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.

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1 Solution
Gennady_F_Intel
Moderator
307 Views

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


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3 Replies
PrasanthD_intel
Moderator
401 Views

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
Moderator
308 Views

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


Gennady_F_Intel
Moderator
305 Views

The issue is closing and we will no longer respond to this thread. If you require additional assistance from Intel, please start a new thread. Any further interaction in this thread will be considered community only.



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