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MathGroup Archive 2009

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Optimization question.

  • To: mathgroup at smc.vnet.net
  • Subject: [mg98164] Optimization question.
  • From: Gregory Duncan <gmduncan at gmail.com>
  • Date: Wed, 1 Apr 2009 05:55:30 -0500 (EST)
  • Reply-to: gmduncan at econ.berkeley.edu

I have a very complicated objective function calculated using a recursion.
It is straightforward to compute the gradient as the function is computed.
How to I tell Mathematica that when it needs the gradient, it must calculate
the objective first? Alternatively, is there a way to tell whether the
objective has "just" been evaluated and tell Mathematica to use one program
for the gradient if the objective has just been called with the same
parameter values and another if it was called in a previous iteration or sub
iteration, e.g. with different parameters. Maybe it is in the documentation
somewhere but I could not find it.

Greg Duncan



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