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Optimization Notes

Sepand Kashani
2019
Report or working paper
Abstract

While optimization is well studied for real-valued functions f:RN→Rf : \mathbb{R}^{N} \to \mathbb{R}, many physical problems are (partially) specified in terms of complex-valued functions fc:CN→CMf_{c} : \mathbb{C}^{N} \to \mathbb{C}^{M}. Current optimization packages have limited support for such functions. In particular it is unclear how to define algorithmic differentiation w.r.t. complex-valued functions and arguments. This document is a collection of working notes on the topic.

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