On Tue, Mar 8, 2011 at 2:05 PM, <[email protected]> wrote: >> PS. You can probably save a few more function evaluations if you >> check for repeated calls with the same arguments. The reason is >> that, on the line search, SLSQP often calls your function twice at >> the end of the line search: once without the gradient, and then once >> more (when it realizes ex post facto that the line search is done) >> with the gradient. > > Yes, I have noticed that. Unfortunately, I cannot make use of > this fact. I use automatic differentiation for the gradients, so > computing the derivative involves computing the function anyway.
Perhaps a dumb question— but why are you using automatic differentiation instead of using a gradient free algorithm? Are the gradient free algorithims in NLOPT really so poor for your application that automatic differentiation + a with-gradient algorithm is superior? _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
