proxsuite::nlp::autodiff Namespace Reference

Automatic differentiation utilities. More...

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

Enumerations
enum	FDLevel { TOC1 = 0 , TOC2 = 1 }
enum	FDType { BACKWARD , CENTRAL , FORWARD }

Detailed Description

Automatic differentiation utilities.

Enumeration Type Documentation

FDLevel

enum proxsuite::nlp::autodiff::FDLevel

Enumerator
TOC1	Cast to a \(C^1\) function.
TOC2	Cast to a \(C^2\) function.

Definition at line 11 of file finite-difference.hpp.

FDType

enum proxsuite::nlp::autodiff::FDType

Type of finite differences: forward, central, or forward.

Enumerator
BACKWARD	Backward finite differences \(\frac{f_{i} - f_{i-1}}h\).
CENTRAL	Central finite differences \(\frac{f_{i+1} - f_{i-1}}h\).
FORWARD	Forward finite differences \(\frac{f_{i+1} - f_i}h\).

Definition at line 18 of file finite-difference.hpp.