Computes the partial derivative of a constraint function with respect to parameters. Uses central difference method while keeping states fixed. Returns a Jacobian matrix of size (constraintCount × parameterCount).
Formula: ∂c/∂p_ij ≈ (c_i(p+h·e_j, x) - c_i(p-h·e_j, x)) / (2h)
Parameter vector p
State vector x (kept fixed)
Constraint function c(p, x)
Optional numerical differentiation settings
Jacobian matrix ∂c/∂p
Computes the partial derivative of a constraint function with respect to parameters. Uses central difference method while keeping states fixed. Returns a Jacobian matrix of size (constraintCount × parameterCount).
Formula: ∂c/∂p_ij ≈ (c_i(p+h·e_j, x) - c_i(p-h·e_j, x)) / (2h)