[Ipopt] Derivative checker relative checker
Amit Aides
amitibo at techunix.technion.ac.il
Tue Nov 6 04:29:00 EST 2012
Hello,
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,
Amit
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