Re:Optimization Without Derivatives: Prima Fortran Version a...
by ok123456 on Tuesday May 16, 2023 @10:09AM
(#35962116)
If you are using a derivative based optimization, smooth derivatives of your function need to exist.
Trying to use a derivative based optimization where a smooth derivative doesn't exist will likely result in getting stuck at a cliff where there's no change to either the function value or to the gradient.
Trying to use a derivative based optimization where a smooth derivative doesn't exist will likely result in getting stuck at a cliff where there's no change to either the function value or to the gradient.