diff --git a/docs/source/explanation/explanation_of_numerical_optimizers.md b/docs/source/explanation/explanation_of_numerical_optimizers.md index 45f99fa93..6ef1834f0 100644 --- a/docs/source/explanation/explanation_of_numerical_optimizers.md +++ b/docs/source/explanation/explanation_of_numerical_optimizers.md @@ -14,8 +14,9 @@ The main principles we describe here are: - Derivative free trust region algorithms - Derivative free direct search algorithms -This covers a large range of the algorithms that come with optimagic. We do currently -not cover: +This covers a large range of the algorithms that come with optimagic. In contrast, the +following classes of optimizers are also accessible via optimagic, but not yet covered +in this overview: - Conjugate gradient methods - Genetic algorithms diff --git a/docs/source/explanation/internal_optimizers.md b/docs/source/explanation/internal_optimizers.md index bb004e104..89871e8c4 100644 --- a/docs/source/explanation/internal_optimizers.md +++ b/docs/source/explanation/internal_optimizers.md @@ -9,7 +9,7 @@ internal optimizer interface. The advantages of using the algorithm with optimagic over using it directly are: -- optimagic turns an unconstrained optimizer into constrained ones. +- optimagic turns unconstrained optimizers into constrained ones. - You can use logging. - You get great error handling for exceptions in the criterion function or gradient. - You get a parallelized and customizable numerical gradient if the user did not provide diff --git a/docs/source/explanation/numdiff_background.md b/docs/source/explanation/numdiff_background.md index 2f55627bf..d9c368200 100644 --- a/docs/source/explanation/numdiff_background.md +++ b/docs/source/explanation/numdiff_background.md @@ -1,4 +1,4 @@ -# Background and methods +# Numerical differentiation: methods In this section we explain the mathematical background of forward, backward and central differences. The main ideas in this chapter are taken from {cite}`Dennis1996`. x is used @@ -24,9 +24,9 @@ The central difference for the gradient is given by: $$ \nabla f(x) = -\begin{pmatrix}\frac{f(x + e_0 * h_0) - f(x - e_0 * h_0)}{h_0}\\ -\frac{f(x + e_1 * h_1) - f(x - e_1 * h_1)}{h_1}\\.\\.\\.\\ \frac{f(x + e_n * h_n) -- f(x - e_n * h_n)}{h_n} \end{pmatrix} +\begin{pmatrix}\frac{f(x + e_0 * h_0) - f(x - e_0 * h_0)}{2 h_0}\\ +\frac{f(x + e_1 * h_1) - f(x - e_1 * h_1)}{2 h_1}\\.\\.\\.\\ \frac{f(x + e_n * h_n) +- f(x - e_n * h_n)}{2 h_n} \end{pmatrix} $$ For the optimal stepsize h the following rule of thumb is applied: