On Mar 12, 2020, at 8:31 PM, Sajid Ali
mailto:sajidsyed2...@u.northwestern.edu>>
wrote:
Hi Hong,
For the optimal control example, the cost function has an integral term which
necessitates the setup of a sub-TS quadrature. The Jacobian with respect to
parameter, (henceforth denoted by
Hi Hong,
For the optimal control example, the cost function has an integral term
which necessitates the setup of a sub-TS quadrature. The Jacobian with
respect to parameter, (henceforth denoted by Jacp) has dimensions that
depend upon the number of steps that the TS integrates for.
I'm trying to
On Feb 25, 2020, at 11:21 AM, Sajid Ali
mailto:sajidsyed2...@u.northwestern.edu>>
wrote:
Hi Hong,
Thanks for the explanation!
If I have a cost function consisting of an L2 norm of the difference of a
TS-solution and some reference along with some constraints (say bounds,
L1-sparsity,
On Tue, Feb 25, 2020 at 12:23 PM Sajid Ali
wrote:
> Hi Hong,
>
> Thanks for the explanation!
>
> If I have a cost function consisting of an L2 norm of the difference of a
> TS-solution and some reference along with some constraints (say bounds,
> L1-sparsity, total variation etc), would I
Hi Hong,
Thanks for the explanation!
If I have a cost function consisting of an L2 norm of the difference of a
TS-solution and some reference along with some constraints (say bounds,
L1-sparsity, total variation etc), would I provide a routine for gradient
evaluation of only the L2 norm (where
On Feb 25, 2020, at 10:37 AM, Sajid Ali
mailto:sajidsyed2...@u.northwestern.edu>>
wrote:
Hi PETSc-developers,
Could the code used for section 5.1 of the recent paper "PETSc TSAdjoint: a
discrete adjoint ODE solver for first-order and second-order sensitivity
analysis" be shared ? Are there
