Open
Description
let
using Optimization
rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
x0 = zeros(2)
p = [1.0, 100.0]
optf = OptimizationFunction(rosenbrock, AutoForwardDiff())
prob = Optimization.OptimizationProblem(optf, x0, p)
callback = (opt_state, loss_val) -> (println(opt_state.iter); false;)
sol = solve(prob, Optimization.LBFGS(); callback, maxiters = 10)
end
prints
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0
Changing to e.g. Adam
gives
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