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Just as in the C
API,
you can set the initial step sizes for derivative-free
optimization algorithms via the opt.initial_step property:
opt.initial_step = dx
Here, dx is an array of the (nonzero) initial steps for each
dimension, or a single number if you wish to use the same initial
steps for all dimensions. initial_step(opt::Opt, x::AbstractVector) returns the initial step that will be used for a
starting guess of x in optimize(opt,x).
The "Initial Step Size" section of the documentation (https://github.com/JuliaOpt/NLopt.jl#initial-step-size) does not match the actual functions exposed by the package, here:
https://github.com/JuliaOpt/NLopt.jl/blob/master/src/NLopt.jl#L382
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