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Adam supported by Fminbox? #1078

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amostof opened this issue Feb 5, 2024 · 2 comments
Open

Adam supported by Fminbox? #1078

amostof opened this issue Feb 5, 2024 · 2 comments

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@amostof
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amostof commented Feb 5, 2024

Hello,

Just a simple question, on the documentation example, I tried doing bounded Adam with the code below,

inner_optimizer = Adam()
results = optimize(f, g!, lower, upper, initial_x, Fminbox(inner_optimizer))

and it returned,

ERROR: You need to specify a valid inner optimizer for Fminbox, Adam{Float64, Flat}(0.0001, 0.9, 0.999, 1.0e-8, Flat()) is not supported. Please consult the documentation.

Is there a plan to add Adam to Fminbox, or even mathematically doable?

@amostof amostof changed the title Adam supported by Fminbox Adam supported by Fminbox? Feb 5, 2024
@pkofod
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pkofod commented Feb 6, 2024

In principle I think it should work. It's maybe not the best implementation of an Adam based box constrained optimizer. What is your use case?

@amostof
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amostof commented Feb 6, 2024

I am planning to do a constrained version of PolyOpt as shown here for ODE parameter inference.

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