Optimisation design advice - metaprogramming/closures

General Usage
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5

I’m not sure I understand correctly what the specific setting is for you but I’ll try.

You can do the following:

# I'm using a buffer array here so I don't have to allocate a new
# array when going from length 3 to 4.
function wrapper(optim_array, buffer_array, index, value)
    found = 0
    for i in 1:length(buffer_array)
        if i == index
            buffer_array[i] = value
            found = 1
        else
            buffer_array[i] = optim_array[i - found]
        end
    end
    @show buffer_array
    cost_function(buffer_array)
end

buffer_array = zeros(4)
optimize(x -> wrapper(x, buffer_array, 3, 5), ...)

It hasn’t zero overhead but pretty close to it.

cost_function(x) = sum(x)

@btime wrapper($(ones(3)), $(zeros(4)), 3, 5)
  11.918 ns (0 allocations: 0 bytes)
8.0
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