Extracting gradients in optimization

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Extracting gradients in optimization

Postby ErikSpanberg » Thu Feb 08, 2018 10:52 am


I was wondering if it is possible to extract gradients when using the command "optimize()". For example storing them in an object during the subroutine which is to be optimized. Or at least get the last numerical gradients at the end of the optimization?

I have a multivariate distribution I would like to optimize, and it continously fails even though an optimum should exist. The gradients would help me analyse my problem.

EViews Gareth
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Re: Extracting gradients in optimization

Postby EViews Gareth » Thu Feb 08, 2018 11:09 am

Unfortunately only the final hessian is available.
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