Is it possible to provide the gradient and Hessian matrices by user?

[Zcaic]

I found there is blackbox to define user function, but the gradient is get by finite difference. If I have gradient info, even Hessian information, can I offer these informations to blackbox ?

[cdhainaut]

Quick answer is yes.
Although I think this is a more CasADi (the underlying AD lib that uses AeroSandbox) related topic.
You should have a look at CasADi Callback class.
Some ressources:
https://web.casadi.org/docs/#sec-callback
https://github.com/casadi/casadi/blob/main/docs/examples/python/callback.py