While implementing an on-line optimization method (with a for loop to access some new data), I am using HesVec() and JacVec() of SparseDiffTools.jl to compute sparse Hessian and Jacobian matrices with option autodiff=false for each. Inside the same loop, I have to compute gradients this time with sp…

Errors with autodiff in a for loop

ChrisRackauckas January 27, 2022, 12:58pm 2

You need to make sure your caches accept dual numbers. See GitHub - SciML/PreallocationTools.jl: Speed at all costs as a tool to help with this.

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