Implementing custom functionsΒΆ

Custom functions can be easily implemented and integrated with alredy defined functions. They can be built on the AbstractFunction class, by overloading the eval method. Subgradients, jacobians and hessians are usually automatically computed through autograd. If they cannot be computed, then the _alternative_jacobian and _alternative_hessian method must be implemented too.

WARNING: jacobian of custom functions should be implemented by using the numerator layout convention.