External Derivative and Function calculation

Oct 19, 2015 at 7:25 PM

Is it possible to know what is the best way one can implement their own equation (constraint) as following...

F(x1, x2, x3, x4.......) = 0

F is very complex and I want user to supply functional values (residuals) and derivatives (with respect to each variables).

I would like to know what methods do I need to intercept (e.g eval_grad_f, eval_g, eval_jac_g, eval_h). Is it possible to get an example?