When using DiskArrayEngine I get the following warning from Optimization:
I am not sure, where this is coming from directly.
┌ Warning: The selected optimization algorithm requires second order derivatives, but `SecondOrder` ADtype was not provided.
│ So a `SecondOrder` with ADTypes.AutoForwardDiff() for both inner and outer will be created, this can be suboptimal and not work in some cases so
│ an explicit `SecondOrder` ADtype is recommended.
└ @ OptimizationBase ~/.julia/packages/OptimizationBase/gvXsf/src/cache.jl:49