02-05-2015 06:16 AM
When using Newton Raphson algo, we better provide first derivative to the routine. However, I can only provide some of the analytical formula for the derivatives and I want to approximate other derivatives by finite difference. Is this possible for NLPNRA routine?
02-05-2015 06:31 AM
Provide the analytical formulas that you have, and call the NLPFDD function to get the others.