DOC: optimize: add notes for max function evaluation constraint violation #14857
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AtsushiSakai
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Oct 14, 2021
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LGTM, the description is clear, thanks @AtsushiSakai.
Before merging, I am still wondering if we should not stop before then. If we do numerical differentiation, we should know how many evaluation is done each time no? @andyfaff what do you think?
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This PR looks ok to me. There's always going to be this sort of issue, and I don't think it's really all that solvable short of a harsh abort, which has the potential to lose minimiser progress. I force pushed after a rebase because of the privatisation refactor. |
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Reference issue
Fix #14818
Ref #14805 (comment)
What does this implement/fix?
As discussed and reported in #14805 (comment) and #14818,
"TNC" and "L-BFGS-B" support max function evaluation constraint, but these may violate the limit because of evaluating gradients by numerical differentiation.
So, I improved the docs for clarifying the limitation.