Defining OptimizationProblems
All optimizations start by defining an OptimizationProblem
as follows:
OptimizationProblem(f, x, p = DiffEqBase.NullParameters(),;
lb = nothing,
ub = nothing,
lcons = nothing,
ucons = nothing,
kwargs...)
Formally, the OptimizationProblem
finds the minimum of f(x,p)
with an initial condition x
. The parameters p
are optional. lb
and ub
are arrays matching the size of x
, which stand for the lower and upper bounds of x
, respectively.
f
is an OptimizationFunction
, as defined here. If f
is a standard Julia function, it is automatically converted into an OptimizationFunction
with NoAD()
, i.e., no automatic generation of the derivative functions.
Any extra keyword arguments are captured to be sent to the optimizers.