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move forward logic from Optim to here #10
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Sure Miles, let's move them here. I will look at your code today to think of how we will organize the interface. |
I thought about what you suggested Miles. Here are my thoughts. I would suggest that we merge your code asap. You can then call it from
I will tidy up the tests for the existing code (related to issue #9) over the weekend, and you can add your functions now without worrying so much about unifying the API at this stage, what do you think? |
I can see these three approaches:
as coexisting in ForwardDiff. All three are useful in different contexts. |
I agree with you Miles. We can have all these three coexisting in ForwardDiff. Do you have push access to ForwardDiff? If not, I can add you as collaborator when I get back to my computer. Is it a good plan to add your |
Miles, I reorganized the file hierarchy based on our discussion here, allowing for 4 forward AD approaches to coexist (the 3 you mentioned plus the existing one in the package based on types specifically for forward AD). Each of the three approaches goes on a separate folder in You will notice that your code is in two files, the Your code has been copied and is intact apart from one change I had to make; the second I will close this issue now, since it seems resolved, but if you want to make any changes please do not hesitate to do so. |
The dual numbers logic at https://github.com/JuliaOpt/Optim.jl/blob/master/src/autodiff.jl and https://github.com/EconForge/NLsolve.jl/blob/master/src/autodiff.jl should be moved here. What sort of interface should we provide? The tricky part is the memory management and allowing users to avoid allocating new vectors on each evaluation.
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