Skip to content

mlubin/ReverseDiffSparse.jl

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

ReverseDiffSparse

Build Status codecov.io

Reverse-mode automatic differentiation for closed-form scalar algebraic expressions, producing gradients and Hessians. Efficient sparse Hessian computation is implemented by using state-of-the-art graph coloring approaches, written in pure Julia (see src/coloring.jl). This package is used by JuMP 0.18 and earlier. The code was integrated directly into the JuMP repository in March 2018. This repository will be maintained only as long as JuMP 0.18 is supported. In either case, JuMP is the only documented interface for using this code.

About

Reverse-mode automatic differentiation for sparse Hessians

Resources

License

Stars

Watchers

Forks

Packages

No packages published

Languages