datamole-ai / gomez

Framework and implementation for mathematical optimization and solving non-linear systems of equations.
MIT License
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Derivatives methods on the `System` and `Function` traits #18

Open pnevyk opened 12 months ago

pnevyk commented 12 months ago

Add jacobian method to System trait and gradient and hessian methods to Function trait, with default implementations that use finite differences. Change all solvers to use that instead of finite differences manually.

This will allow the users to specify analytical derivatives if they are available.