[ADOL-C] Tapeless Forward Mode Question

[Andrea Walther]

Hi Chuck,

> 
> I have been using the tapeless forward mode extensively for use with Ipopt via the AIMMS modeling system. 

great to hear this!


> 
> 
> if it is possible to extend the tapeless mode to compute Hessians as well as first derivatives. 

sorry, but due to the complexity results for AD the time required for
the Hessian computation using only the forward mode would scale linearly
with n, the number of independent variables. For this reason, the
tapebased mode, which uses a combination of forward and reverse mode
usually should be faster.

> 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.

Recently I put some example files for the direct coupling of Ipopt and
ADOL-C in the directory. (-> examples/additional_examples/ipopt)

There, also sparsity is exploited using additionally the library
ColPack. Maybe this speed things up?

Best,

Andrea