Hi all, I need your advice to use automatic differentiation with Optimization.jl. The problem - I try to find the optimal variance of a process noise covariance matrix of a standard Kalman filter. Currently, I use gradient-free methods and it works well. However, I would like to use gradient-based…

[image] Maucejo: With ForwardDiff.jl (Optimization.AutoForwardDiff()), I get the standard error ERROR: MethodError: no method matching Float64(::ForwardDiff.Dual{ForwardDiff.Tag{typeof(optimQ!), Float64}, Float64, 2}) The type `Float64` exists, but no method is defined for this combination of a…

Help to use AD with Optimization.jl

Specific Domains Optimization (Mathematical)

gdalle May 9, 2025, 12:00pm 4

Out of curiosity, between Enzyme and Mooncake, which one runs faster?

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Help to use AD with Optimization.jl

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