[Ipopt] initial point for finite difference check

Fabian Wein fabian.wein at lse.e-technik.uni-erlangen.de
Tue Apr 17 05:21:49 EDT 2012

I have some problems with the gradient check of the newest C++ IPOPT.

How can I enforce the design to be close around the initial point?

<option type="real" name="derivative_test_perturbation" value="1e-7"/>
<option type="real" name="point_perturbation_radius" value="1e-3"/

seems not to help.

I also had the very strange problem, that a defect in the objective 
was not detected but the difference approximation was close the wrong 

Is this a scaling problem?



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