JuliaNLSolvers / Optim.jl

Optimization functions for Julia
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`Adam` supported by `Fminbox`? #1078

Open amostof opened 8 months ago

amostof commented 8 months ago

Hello,

Just a simple question, on the documentation example, I tried doing bounded Adam with the code below,

inner_optimizer = Adam()
results = optimize(f, g!, lower, upper, initial_x, Fminbox(inner_optimizer))

and it returned,

ERROR: You need to specify a valid inner optimizer for Fminbox, Adam{Float64, Flat}(0.0001, 0.9, 0.999, 1.0e-8, Flat()) is not supported. Please consult the documentation.

Is there a plan to add Adam to Fminbox, or even mathematically doable?

pkofod commented 8 months ago

In principle I think it should work. It's maybe not the best implementation of an Adam based box constrained optimizer. What is your use case?

amostof commented 8 months ago

I am planning to do a constrained version of PolyOpt as shown here for ODE parameter inference.