DerivativeCheck of supplied Gradient

In matlab help, section When the Solver Fails > Provide Gradient or Jacobian there is the following script :

( A solver can reach a point x such that x is feasible, but finite differences around x always lead to an infeasible point. In this case, a solver can fail or halt prematurely. Providing a gradient allows a solver to proceed).

If a solver using finite differences to calculate the Gradient can fail, why when we check the validity of supplied Gradient with "DerivativeCheck" we compare it with the results of finite-differencing.

Answer 1

[Torsten]

DerivativeCheck should only be used once before the main calculation starts. This check can be done in interior points where finite-differencing does not fail.

Best wishes

Torsten.