On Mon, Jun 25, 2018 at 10:30 AM, Mark Alexander Mikofski
<mikofski@berkeley.edu> wrote:
Would anyone disagree or would anyone be interested in a proposal to
the derivative to be returned from the user supplied function as an
allow optional
second argument in gradient search method like Newton? EG
lambda x,a: (x**3-a, 3*x*"2) newton(f, x0, fprime='f2', args=(a,))
Some simple tests show that this may have a 2X speed in cases where the derivative expression requires the value of the original function call.
The `minimize` function does something like this for the `jac` keyword: "If *jac* is a Boolean and is True, *fun* is assumed to return the gradient along with the objective function.". If something like this is desirable, then I suggest that the same minimize pattern is used.