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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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
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