Hi - I have a user-defined function for which I have an analytical gradient I’d like to use. Furthermore, most of the effort in calculating that gradient is already done in calculating the value of the function. Is there a way to pass JuMP a function that does both, in a way that is efficient? I…

JuMP User-Defined Function, Value and Gradient At Once

nhipsman January 30, 2018, 4:49am 3

Brilliant - thanks!

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