Autodiff support for 2nd order constraints #116
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Codecov Report
@@ Coverage Diff @@
## master #116 +/- ##
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+ Coverage 93.96% 95.19% +1.23%
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Files 10 10
Lines 497 583 +86
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+ Hits 467 555 +88
+ Misses 30 28 -2
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longemen3000
changed the title
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I'm sorry this took forever. Looks great, thanks. |
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added calculation of jacobians and hessians of constraints with just the base definition (it is recommendable to provide a hand coded jacobian, as jacobians can be relatively easier to write than the hessians and speed up the differenciation considerably). with the two available autodiff modes (FiniteDiff and ForwardDiff). also updated autodiffed OnceDifferenciableConstraints to uses the appropiate fdtype