[DFO] Retrieving interpolation model information

[Mikhail Nediak]

Hi,

We are using DFO in our research on dynamic pricing and revenue management 
and think it is very valuable tool. Recently, there was a need for a 
derivative-free optimization subroutine within a decomposition method. 
Specific requirement is the availability of the model info based on the 
results of
simulation runs. Is there a relatively easy way to retrieve the model info 
(including the gradient and, perhaps, the Hessian) used during final 
iterations of the DFO algorithm? I assume that it must be available since 
DFO has to call a nonlinear optimizer such as IPOPT.

Thanks in advance.

Best regards,
Mikhail
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