I’m using Optim.jl to solve an unconstrained minimization problem. In this particular problem I have a black-box function, which can take a long time on a single function evaluation. I don’t have access to gradient information, and even though I have tried to use automatic differentiation, there ar…

That looks fishy. Your screenshot indeed suggests that only the initial point is evaluated, then the method terminates because the gradient is 0 (= it is a stationary point). Since you’re picking a random initial point, looks like the gradient is not evaluated correctly (if at all). NaN (not a numb…

Understanding the results from Optim.jl for a black box function

Specific Domains Optimization (Mathematical)

edwinb-ai June 25, 2021, 10:19pm 16

Thanks, I’ll try that out!

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Understanding the results from Optim.jl for a black box function

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