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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Specify how to compute gradients and hessians
Alias: none
Argument(s): none
Default: forward
The interval_type
setting is used to select between forward
and central
differences in the numerical gradient calculations. The dakota
, DOT vendor
, and OPT++ vendor
routines have both forward and central differences available, the CONMIN, NL2SOL and ROL vendor
routines support forward differences only, and the NPSOL and NLSSOL vendor
routines start with forward differences and automatically switch to central differences as the iteration progresses (the user has no control over this). The following forward difference expression
and the following central difference expression
are used to estimate the component of the gradient vector.