Derivative Test

derivative_test:

Enable derivative checker
If this option is enabled, a (slow!) derivative test will be performed before the optimization. The test is performed at the user provided starting point and marks derivative values that seem suspicious The default value for this string option is "none".
Possible values:

• none: do not perform derivative test
• first-order: perform test of first derivatives at starting point
• second-order: perform test of first and second derivatives at starting point
• only-second-order: perform test of second derivatives at starting point

derivative_test_perturbation:

Size of the finite difference perturbation in derivative test.
This determines the relative perturbation of the variable entries. The valid range for this real option is $0 < {\tt derivative\_test\_perturbation } < {\tt +inf}$ and its default value is $1 \cdot 10^{-08}$ .

derivative_test_tol:

Threshold for indicating wrong derivative.
If the relative deviation of the estimated derivative from the given one is larger than this value, the corresponding derivative is marked as wrong. The valid range for this real option is $0 < {\tt derivative\_test\_tol } < {\tt +inf}$ and its default value is $0.0001$ .

derivative_test_print_all:

Indicates whether information for all estimated derivatives should be printed.
Determines verbosity of derivative checker. The default value for this string option is "no".
Possible values:

• no: Print only suspect derivatives
• yes: Print all derivatives

derivative_test_first_index:

Index of first quantity to be checked by derivative checker
If this is set to -2, then all derivatives are checked. Otherwise, for the first derivative test it specifies the first variable for which the test is done (counting starts at 0). For second derivatives, it specifies the first constraint for which the test is done; counting of constraint indices starts at 0, and -1 refers to the objective function Hessian. The valid range for this integer option is $-2 \le {\tt derivative\_test\_first\_index } < {\tt +inf}$ and its default value is $-2$ .

point_perturbation_radius:

Maximal perturbation of an evaluation point.
If a random perturbation of a points is required, this number indicates the maximal perturbation. This is for example used when determining the center point at which the finite difference derivative test is executed. The valid range for this real option is $0 \le {\tt point\_perturbation\_radius } < {\tt +inf}$ and its default value is $10$ .