Optimizer Problems

A central object in SimpleSolvers are optimizer problems (see SimpleSolvers.AbstractOptimizerProblem). They are either SimpleSolvers.LinesearchProblems or OptimizerProblems. The goal of a solver (both LinearSolvers and NonlinearSolvers) is to make the optimizer problem have value zero. The goal of an Optimizer is to minimize a OptimizerProblem.

Examples

Multivariate Optimizer Problems

OptimizerProblems are used in a way similar to LinesearchProblems.

f(x::AbstractArray) = sum(x .^ 2)
x = rand(3)

obj = OptimizerProblem(f, x)

OptimizerProblem{Float64, typeof(Main.f), Missing, Missing}(Main.f, missing, missing)