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JuliaNLSolvers / Optim.jl

Optimization functions for Julia
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Noisy optimization #1062

Open Confusio opened 6 months ago

Confusio commented 6 months ago

In my problem, the evaluation of the target function and the associated gradient has noise and computational errors. In the near future, is it possible to include the Stochastic Quasi-Newton Method in Optim?

pkofod commented 5 months ago

I doubt it. Do you have a specific thing in mind?