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Allow setting epsilon #9
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Problem is in a scenario where the objective function is not a closed-form expression - instead it corresponds to the concatenation of several independent blocks, and the final results do not change with such small epsilon value in the Jacobian formula you mention there. |
Hi @disacrol this should be doable. I'd welcome a PR from you that allowed setting epsilon! |
@jamesasefa I am onto it. But I'll take the chance to revert again the changes done by @pkernevez in PR #12. Thanks, |
https://github.com/skew-opensource/slsqp4j/blob/443dfb3e45e684385fdde30a5790db80cfa64cbb/slsqp4j/src/main/java/com/skew/slsqp4j/Jacobian.java#L51
Could this be editable? Have a use case for this algorithm where this default value is too small to work.
Or is there a different, more adequate way to effectively use a different "epsilon" value?
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