[Ipopt] Scaling before derivative check

[Andreas Waechter]

Hi Aydin,

The derivative checker is done before any scaling of the functions.  The 
scaling will not affect the derivative checker.

The number in the brackets is the relative error, computed by

         Number rel_error =
           fabs(deriv_approx-deriv_exact)/Max(fabs(deriv_approx),1.);

Regards,

Andreas

On Tue, 3 May 2011, Aydin Buluc wrote:

> Hi members,
>
> Does anybody know if any scaling is performed before the derivative checker.
> I get somewhat a weird result like:
>
> * jac_g [    0,    0] =  3.1688006045557596e+01 v  ~  2.9688006045557596e+01
> [ 6.737e-02]
>
> Shouldn't the number in brackets be the difference between the finite
> difference estimate and the provided derivative (2.000 in this case)?
>
>
> Thanks,
> - Aydin
>