astamm / nloptr

nloptr provides an R interface to NLopt, a free/open-source library for nonlinear optimization providing a common interface to a number of different optimization routines which can handle nonlinear constraints and lower and upper bounds for the controls.
https://astamm.github.io/nloptr/
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Updating gradient and Jacobian functions #170

Open aadler opened 4 months ago

aadler commented 4 months ago

This will address issue #168. The commit log is a bit wonky since in my experiments I set the five-point estimation as the sole version and then @astamm suggested we make 3/5 a user option. We can do that easily in all cases except when check_derivatives = TRUE is passed in nloptr since all options are overwritten by nloptr.add.default.options/nloptr.get.default.options inside of nloptr and I didn't want to start playing with those. So in the "automatic" case, the five point option is used. Otherwise, the default is three unless the user passes five. Synopsis of changes:

aadler commented 4 months ago

Team, any thoughts?

aadler commented 1 day ago

@astamm Any objections?