I am new to optimization and I have a question for you:
these might be naive questions but when I register a nonlinear function I have two options:
- to provide JuMP with the first two derivations
- to use the auto differentiation
Why isn’t it necessary to provide JuMP/Gurobi with derivatives of a regular linear function?
For a linear problem, does the solver even need derivates?
As far as I know, the regular simplex algorithm doesn’t use derivatives, but I am not sure.