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Noisy optimization #1062

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Confusio opened this issue Dec 27, 2023 · 1 comment
Open

Noisy optimization #1062

Confusio opened this issue Dec 27, 2023 · 1 comment

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@Confusio
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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
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pkofod commented Jan 24, 2024

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

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@Confusio @pkofod