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Andrew_Smith
New Contributor II
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How to use the Trust Region solver when Jacobian is free to evaluate

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 Reply
PrasanthD_intel
Moderator
61 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