finite-difference.hpp File Reference

#include "proxsuite-nlp/function-base.hpp"

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Classes
struct	proxsuite::nlp::autodiff::finite_difference_wrapper< _Scalar, TOC1 >
	Approximate the derivatives of a given function using finite differences, to downcast the function to a C1FunctionTpl. More...
struct	proxsuite::nlp::autodiff::finite_difference_wrapper< _Scalar, TOC2 >
	Approximate the second derivatives of a given function using finite differences. More...

Namespaces
namespace	proxsuite
	Main package namespace.
namespace	proxsuite::nlp
namespace	proxsuite::nlp::autodiff
	Automatic differentiation utilities.

Enumerations
enum	proxsuite::nlp::autodiff::FDLevel { proxsuite::nlp::autodiff::TOC1 = 0 , proxsuite::nlp::autodiff::TOC2 = 1 }
enum	proxsuite::nlp::autodiff::FDType { proxsuite::nlp::autodiff::BACKWARD , proxsuite::nlp::autodiff::CENTRAL , proxsuite::nlp::autodiff::FORWARD }