[Ipopt] Derivative checker relative checker

Amit Aides amitibo at techunix.technion.ac.il
Tue Nov 6 04:29:00 EST 2012


I am using the derivative checker and I am getting values that I don't 
understand. For example:

* grad_f[          2] = -1.4463298162426051e-02    ~ 
-2.3283064365386963e-02  [ 8.820e-03]

How is the relative difference calculated? I believe that is should be 
more like:
(|-1.44e-02| - |-2.32e-02|)  / max(|-1.44e-02|, |-2.32e-02|) = 0.379
(|-1.44e-02| - |-2.32e-02|)  / max(|-1.44e-02|, |-2.32e-02|) = 0.611

I am using Ipopt version 3.10.2 on linux.

Thank you,

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