Implement different rules for step size in derivatives approximation

datamole-ai / gomez

Framework and implementation for mathematical optimization and solving non-linear systems of equations.

MIT License

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Implement different rules for step size in derivatives approximation #28

Closed pnevyk closed 7 months ago

pnevyk commented 7 months ago

Step size can heavily influence the solving process based on the derivatives. For that reason, derivative approximations now allow to choose the relative epsilon value and step size computation and experiment with it to achieve the best results for the specific use case.