Add access to gradient only about pycutest HOT 4 CLOSED

Thank you for the feature request, the lack of a direct function for accessing the gradient is not very user-friendly. We are just copying the CUTEst interfaces here, but I agree this would be desirable and relatively easy to do (essentially a wrapper around problem.obj).

@lindonroberts what are your thoughts on this?

from pycutest.

I agree this would be useful, and perhaps a similar interface to problem.cons to just extract constraint gradients.

The only wrinkle I can see is that there is the internal CUTEst counter of objective/gradient/Hessian evaluations in problem.report() that would need adjusting. Perhaps a tally of how many times problem.grad is called, and subtract that from the total objective evaluations (since that information was ignored)?

from pycutest.

That's an interesting design choice in CUTEst, but I can see why it was made. Many (most? all?) optimization algorithms evaluate objective & gradient (e.g., steepest descent) or gradient & Hessian (e.g., Newton) at the same time. In the code I've been developing, I already extract the gradient as @jfowkes describes so this doesn't really bother me.

from pycutest.

I have realised there is a CUTEst_ugr function for accessing the objective gradient and a CUTEst_cigr function for accessing the constrained gradient. I will add a PyCUTEst interface to these in due course. Apologies for missing this.

from pycutest.