For simple functions that can be written as SymPy expressions, we could automatically generate the RobOptim function (impl_compute, impl_gradient, and even impl_hessian) from the SymPy expression. This would be as easy as using finite differences, yet it would be much more efficient. We could even imagine adding sparse matrix support.
For simple functions that can be written as SymPy expressions, we could automatically generate the RobOptim function (
impl_compute,impl_gradient, and evenimpl_hessian) from the SymPy expression. This would be as easy as using finite differences, yet it would be much more efficient. We could even imagine adding sparse matrix support.