While optimization is well studied for real-valued functions , many physical problems are (partially) specified in terms of complex-valued functions . 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.
Michaël Unser, Alexis Marie Frederic Goujon, Joaquim Gonçalves Garcia Barreto Campos
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Maryam Kamgarpour, Andreas Krause, Ilija Bogunovic