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astamm / nloptr Public

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Updating gradient and Jacobian functions#170

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aadler wants to merge 12 commits intoastamm:masterastamm/nloptr:masterfrom aadler:gradjacaadler/nloptr:gradjacCopy head branch name to clipboard

+256-258

Conversation Commits12 (12)Checks Files changed

Commits

Commits on Jul 1, 2024

Make three- and five-point centered estimates their own functions for now (for testing) and set "default" to five point.
aadler
committed
Convert nl.grad and nl.jacobian to use more accurate five-point centered estimate. Remove functions used for testing.
aadler
committed
Documentation updated for new default heps.
aadler
committed
Convert "check.derivatives" to use nl.grad/nl.jacobian
aadler
committed
Combine all "check-derivatives" tests into one file and update "snapshots" for more accurate algorithm.
aadler
committed
No longer using finite.diff and combined tests for check-derivatives.
aadler
committed
Update NEWS.md
aadler
committed

Commits on Jul 3, 2024

Should have been removed with the hin/heqjac update.
aadler
committed
1) Update nl.grad and nl.jacobian to allow for user choice for 3/5 point when they are called manually. 2) Update documentation and unit tests.
aadler
committed
1) Update check.derivatives to use "points" option for nl.grad/jacobian when it is called manually. 2) Update documentation and unit tests.
aadler
committed
Force check.derivatives to use five-point if called from nloptr. Too complicated right now to redo entire nl.options routines. Adjust unit test.
aadler
committed
Bump to minor version since new functionality is being added and update NEWS/DESCRIPTION.
aadler
committed

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