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Checking Derivatives



The derivatives of the nonlinear element and group functions specified   in the SEIF and SGIF files may be checked to reduce the likelihood that programming errors have been made. Numerical estimates of the derivatives are  compared with their exact representations and warning messages issued if any of the derivatives appear to be inaccurate. The derivatives of each of the nonlinear elements   and groups used are checked if the CHECK-ALL-DERIVATIVES keyword is specified. To save effort when many of the elements or groups are of the same type,  the derivatives of a single example of each different type of nonlinear element and group supplied are checked if the   CHECK-DERIVATIVES keyword is specified. The nonlinear element values are checked if CHECK-ELEMENT-DERIVATIVES is specified while the CHECK-GROUP-DERIVATIVES keyword ensures that the group function derivatives are checked. The default   is that no derivative checking is performed but it is recommended that newly specified problems are always checked for accuracy.

It is sometimes possible that a derivative is reported to be inaccurate when in fact it has been coded correctly - this is a consequence of truncation errors in the numerical tests performed. LANCELOT will not allow the optimization to proceed if a derivative error is detected unless the user specifically requests it using one of the IGNORE-DERIVATIVE-WARNINGS, IGNORE-ELEMENT-DERIVATIVE-WARNINGS or IGNORE-GROUP-DERIVATIVE-WARNINGS keywords. All warnings are ignored when the first of these keywords is present while only element and group warnings, respectively, are overridden with the latter two keywords.