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ahmadyan/rosen-autograd.py

Created November 12, 2018 04:18
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Auto-differentiation of Rosenbrock function using AutoGrad
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rosen-autograd.py
# Build a function that also returns gradients using autograd.
rosenbrock_with_grad = autograd.value_and_grad(rosenbrock)
# Optimize using conjugate gradients from scipy
result = scipy.optimize.minimize(rosenbrock_with_grad, x0=np.array([0.0, 0.0]), jac=True, method='CG')
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