changed: better jacobian and hessian defaults for the sparse case in NonLinMPC and MovingHorizonEstimator
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franckgaga
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jacobian and hessian defaults for the sparse case in NonLinMPC and `MovingHorizonEstimatorjacobian and hessian defaults for the sparse case in NonLinMPC and MovingHorizonEstimator
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Will merge and open a new PR to benchmark performances of |
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The new default sparse backend for the jacobians and hessian is:
with:
so it will test all coring orders and keep the best (the lowest number of colors). Note that the cost is only paid at preparation, so it's just a better default overall. I purposeful left out
RandomOrderfrom the defaults, since I feel that the non-deterministic behavior could lead to weird performance bugs, plus it would require the additionalStableRNGsdependency, as recommended inSparseMatrixColoringdocumentation.I do not consider this as a breaking change since this is just a performance tune-up in the end.