grad check

Run gradientcheck for different deltas

Python script:

#!/usr/bin/env python
# -*- coding: utf-8 -*-
from  optimization_tools import *

for h in numpy.logspace(-2,-8,10):
  problem = "grad-test-h_" + str(h)

  xml = open_xml('filename.xml')
  #replace(xml, "//cfs:cfsSimulation/@id", str(h)) only if set in xml-file

  replace(xml, "//cfs:option[@name='difference_interval']/@value", str(h))

  xml.write(problem + '.xml')
  cmd = 'cfs ' + problem
  #print(cmd)
  execute(cmd)

For the script to work the following has to be set in the xml-file:

   <snopt>
     <option name="verify_level" type="integer" value="3"/>
     <option name="difference_interval" type="real" value="1e-5"/>
    </snopt>

One can postprocess the information by simple terminal tools:

grep ' 1  5.000000' *h*.snopt > diff_h.plot.dat

The string has to be the same as in the snopt file for the first gradient.
The results can be plotted for example with gnuplot:

set logscale x
plot "diff_h.plot.dat" u 4:7 , "diff_h.plot.dat" u 4:6