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[Nonlinear] allow univariate operators with only gradient information #2542

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merged 2 commits into from
Sep 9, 2024

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@odow odow commented Sep 2, 2024

Closes #2534

try
_validate_register_assumptions(f′, op, 1)
f′′ = _checked_derivative(f′, op)
return _UnivariateOperator(f, f′, f′′)
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@odow odow Sep 3, 2024

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I guess one open question is this behavior: do we always try to ForwardDiff f′ and fall back to not providing the Hessian if it fails?

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odow commented Sep 9, 2024

I'll run https://github.com/jump-dev/MathOptInterface.jl/actions/runs/10764818835 to double check this is okay.

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odow commented Sep 9, 2024

D'oh. This will break a test in JuMP, because now univariate operators do not need Hessians. I should remove that test before we release this.

@odow odow merged commit 2401296 into master Sep 9, 2024
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@odow odow deleted the od/univariate branch September 9, 2024 21:29
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Univariate user-defined functions with the multivariate signature
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