Feature description
Use ipopt with gradient approximation.
Motivation/Application
Ipopt supports approximation of Jacobian/Gradients (https://coin-or.github.io/Ipopt/OPTIONS.html). However using ipopt in pypesto only with objective function yields the error: ValueError: This Objective cannot be called with sensi_orders= (1,) and mode=mode_fun.
Feature description Use ipopt with gradient approximation.
Motivation/Application Ipopt supports approximation of Jacobian/Gradients (https://coin-or.github.io/Ipopt/OPTIONS.html). However using ipopt in pypesto only with objective function yields the error:
ValueError: This Objective cannot be called with sensi_orders= (1,) and mode=mode_fun
.