CheckDerivs
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Purpose
TOMLAB routine for verifying derivatives of user supplied routines.
Calling Syntax
[exitFlag,output] = checkDerivs(Prob, x k, PriLev, ObjDerLev, ConsDerLev, AbsTol)Inputs
| Input | Description |
|---|---|
| Prob | Problem structure created with assign routine. |
| x_k | Point the check derivatives for. Default x 0 or (xL + xU )/2. x L and x U have to be within
1e5. |
| PriLev | Print Level, default 1. (0-1 valid). |
| ObjDerLev | Depth for objective derivative check, 1 - checks gradient, 2 checks gradient and Hessian.
Default 2 or level of derivatives supplied. |
| ConsDerLev | Depth for constraint derivative check, 1 - checks Jacobian, 2 checks Jacobian and 2nd part of the
Hessian to the Lagrangian function. Default 2 or level of derivatives supplied. |
| AbsTol | Absolute tolerance for errors. Default [1e-5 1e-3 1e-4 1e-3 1e-4] (g H dc d2c J). |
