@@ -14,15 +14,15 @@ The simplest copy-pasteable code using a quasi-Newton method (LBFGS) to solve th
1414
1515``` @example  intro
1616# Import the package and define the problem to optimize 
17- using OptimizationLBFGSB, Zygote 
17+ using Optimization,  OptimizationLBFGSB, Zygote 
1818rosenbrock(u, p) = (p[1] - u[1])^2 + p[2] * (u[2] - u[1]^2)^2 
1919u0 = zeros(2) 
2020p = [1.0, 100.0] 
2121
2222optf = OptimizationFunction(rosenbrock, AutoZygote()) 
2323prob = OptimizationProblem(optf, u0, p) 
2424
25- sol = solve(prob, LBFGS()) 
25+ sol = solve(prob, OptimizationLBFGSB. LBFGS()) 
2626``` 
2727
2828``` @example  intro
@@ -134,7 +134,7 @@ looks like:
134134using ForwardDiff 
135135optf = OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff()) 
136136prob = OptimizationProblem(optf, u0, p) 
137- sol = solve(prob, BFGS()) 
137+ sol = solve(prob, OptimizationOptimJL. BFGS()) 
138138``` 
139139
140140We can inspect the ` original `  to see the statistics on the number of steps
@@ -157,7 +157,7 @@ We can demonstrate this via:
157157using Zygote 
158158optf = OptimizationFunction(rosenbrock, Optimization.AutoZygote()) 
159159prob = OptimizationProblem(optf, u0, p) 
160- sol = solve(prob, BFGS()) 
160+ sol = solve(prob, OptimizationOptimJL. BFGS()) 
161161``` 
162162
163163## Setting Box Constraints  
@@ -170,7 +170,7 @@ optimization with box constraints by rebuilding the OptimizationProblem:
170170
171171``` @example  intro
172172prob = OptimizationProblem(optf, u0, p, lb = [-1.0, -1.0], ub = [1.0, 1.0]) 
173- sol = solve(prob, BFGS()) 
173+ sol = solve(prob, OptimizationOptimJL. BFGS()) 
174174``` 
175175
176176For more information on handling constraints, in particular equality and
0 commit comments