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Julia Con 2017 #2

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@iewaij

iewaij commented Mar 25, 2018

Adapt from pkofod/JC2017 Optim.jl.ipynb with figure and syntax fixed. Still have problems with Interact.jl so I dropped the "conditioning and valleys" section, they are worthwhile to put into documents though.

Two issues I found tricky in the notebook:

  1. Rosenbrock NLsolve.jl example can't converge (I changed the syntax in original tutorials).
prob = UnconstrainedProblems.examples["Rosenbrock"]
nlsolve((g,x)-> prob.g!(g, x), prob.initial_x)
  1. DifferentiableMultivariateFunction(bf!, bg!, bfg!) somehow doesn't exist. It throws error
function bg!(x, gvec)
    gvec[1,1] = 1.0
    gvec[1,2] = 0.0
    gvec[2,1] = 0.0
    gvec[2,2] = 3x[2]^2-1
end

function bfg!(x, fvec, gvec)
    fvec[1] = x[1]
    x2squared = x[2]^2
    fvec[2] = x[2]*(x2squared-1)
    
    gvec[1,1] = 1.0
    gvec[1,2] = 0.0
    gvec[2,1] = 0.0
    gvec[2,2] = 3x2squared-1
    f
end
df = DifferentiableMultivariateFunction(bf!, bg!, bfg!)
nlsolve(df, [0.0, -2.4])
UndefVarError: DifferentiableMultivariateFunction not defined

Stacktrace:
 [1] include_string(::String, ::String) at /Applications/Julia-0.6.app/Contents/Resources/julia/lib/julia/sys.dylib:?

iewaij added some commits Mar 25, 2018

Notebook from pkofod/JC2017
Adapt from pkofod/JC2017 Optim.jl.ipynb with figure and syntax fixed
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pkofod Mar 25, 2018

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The Multivariate is simply OnceDifferentiable(f!, j!, x0) now

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pkofod commented Mar 25, 2018

The Multivariate is simply OnceDifferentiable(f!, j!, x0) now

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