I am using OptimizationOptimJL, and wish to supply my own gradients. There are many common calculations that are shared when evaluating the objective function, and the gradients, so I wish to have a single function that can return both. Is it possible to do this when defining the OptimizationFunction?
Not right now. The optimizer doesn’t make great use of it anyways so it wasn’t a major optimization loss, but we may add it to the interface in the near future.