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Allow custom gradient and Hessian in OptimizationFunction #97
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Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## main #97 +/- ##
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+ Coverage 90.41% 91.28% +0.87%
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Files 16 16
Lines 1575 1629 +54
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+ Hits 1424 1487 +63
+ Misses 151 142 -9 ☔ View full report in Codecov by Sentry. |
Due to new syntax for remaking I should also have updated the test for shift, hopefully all tests should now pass. |
Thanks for this. I'll take another close look tomorrow just to be sure, but looks good! |
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Just a couple of comments. Thanks so much again. If you don't have the time to add the tests I've mentioned, we can just leave it for now - the code all looks good to me.
Awesome job, thanks! |
See #96
For the uni- and bivariate case I have updated
construct_fixed_optimisation_function
to handle a custom gradient and Hessian. I have also added a test (Custom_hessian.jl) where results are compared for the Rosenbrock model with and without a custom gradient and Hessian.I do not know if this passes all the tests, as when I run the tests locally the tests are killed after some time due to excessive RAM consumption.