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

Stefan Vigerske stefan at math.hu-berlin.de
Wed Feb 1 22:49:29 EST 2017


[1] No.

[2] The derivative checker will tell when it sees a nonzero value in its 
Jacobian approximation that hasn't been specified inn the users sparsity 
pattern. See the discussion on the 'v' entry at 


On 02/01/2017 05:56 PM, Martin Neuenhofen wrote:
> 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
> them).
> Kind regards
> Martin
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