[ADOL-C] Tapeless Forward Mode Question

[chuck.teeter at gmail.com]

Hi all,

I have been using the tapeless forward mode extensively for use with Ipopt via the AIMMS modeling system.  It is extremely easy to use and very fast.

Not knowing a lot about AD theory, I was wondering if it is possible to extend the tapeless mode to compute Hessians as well as first derivatives.  This would be ideal for use with Ipopt. 

My alternative is to link my code with the ADOL-C library and use both the the hessian() and gradient() drivers to extract these derivatives.  This works just fine, but seems to be somewhat slow.

On a performance-related note, is it ever advantageous to use some of the lower level drivers instead of gradient() and hessian()?

Thanks,

Chuck
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