Engee documentation

OptimizationState

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struct OptimizationState{X, O, G, H, S, P}

Stores the optimization run’s state at the current iteration and is passed to the callback function as the first argument.

Fields

  • iter: current iteration

  • u: current solution

  • objective: current objective value

  • gradient: current gradient

  • hessian: current hessian

  • original: if the solver has its own state object then it is stored here

  • p: optimization parameters