Hi! I am trying to minimize a likelihood function for a large number of parameters. Since, the problem is quite large it would be very useful to pass the analytical gradients and the Hessian into the optimization problem. However, for some reason it is not working, when I pass the gradients and the …

Problem passing gradients into Optim

jmcastro2109 November 4, 2021, 11:14pm 5

Hi, I streamlined the MWE a little bit and incorporated the tips you gave me in this new post Improving performance of a number of functions for large scale gradient based optimization

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