Using analyticaly derived gradient and hessian in OpenMX
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I know NPSOL will accept first derivatives (gradient) and second derivatives (Hessian) of the fitting function with respect to the parameters.
If I have determined these analytically for my model, can i make OpenMX parse them to NPSOL?
The only slot I can find for the gradient and the hessian are in a fitted model object not in an model hat still has to be fitted.
I did find the mxOption slot where i can tell NPSOL the gradient and hessian will be provided and need not be estimated
Michel
choice of optimizers
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