update_gradient function

Update gradient (oLBFGS, SQN, adaQN)

Update gradient (oLBFGS, SQN, adaQN)

Update the (expected) gradient in an optimizer from this package, after it has been requested by the optimizer (do NOT update it otherwise).

update_gradient(optimizer, gradient)

Arguments

  • optimizer: A free-mode optimizer from this package (oLBFGS_free, SQN_free, adaQN_free) which after the last run had requested a new gradient evaluation..
  • gradient: The (expected value of the) gradient as evaluated on the values of x that were returned in the request. Must be a numeric vector.

Returns

No return value (object is updated in-place).

  • Maintainer: David Cortes
  • License: BSD_2_clause + file LICENSE
  • Last published: 2021-09-26