[Ipopt] complex step in derivative checker for matlab interface?

Martin Neuenhofen martinneuenhofen at googlemail.com
Wed Feb 1 11:56:57 EST 2017

Hi all,

can one overload the derivative checker with a complex step for the matlab
interface? [1]

I am just observing that whereas my complex step validated derivatives
indicate accuracy up to the 15th digit the ipopt derivatives checker
indicates that my gradients would have relative errors of 1e2 (so more than
completely wrong).
In case that not has anyone an idea what can be done. Can one for instance
check if Ipopt got the sparsity pattern and non-zero alignment right? [2]

Bug report: Apart from the above I observed that the provided Jacobian
sparsitiy pattern has an influence on the derivative check. Giving a
sparsitiy pattern that indicates full dense-ness and filling up the
Jacobian by adding 1e-200 to each zero entry the derivative checker checks
all numbers whereas otherwise it seems to check exclusively the non-zeros
(since each second zero was thrown as an error when using pseudo-dense
pattern whereas with actual sparse pattern it did not even find one of

Kind regards
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