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Re: bfgsmin iterations
From: |
Przemek Klosowski |
Subject: |
Re: bfgsmin iterations |
Date: |
Wed, 13 May 2009 15:41:52 -0400 (EDT) |
// this is cache on feval to prevent the extra evaluation of the
// objective function when subsequent calls with exactly the same arguments
would take place
I think we have to be cautious with modifying feval to cache the results,
because this
makes two assumptions:
- the function is 'functional' i.e. should return the same result given the
same argument
This is not true e.g. for stochastical functions (monte carlo, etc).
- the function has no side effects, i.e. doesn't change some global state.