[ADOL-C] Change parameters of a function without retaping

[Brad Bell]

The following example demonstrates having a Sparse Hessian w.r.t. one 
set of variables and parameters (in the sense below) with respect to 
another set of variables.
     http://www.coin-or.org/CppAD/Doc/sub_sparse_hes.cpp.xml
It makes use of the fact that CppAD allows for AD< AD<double> >.  I 
think that this example could be modified to accomplish your goal below.

Note that one can use ADOLC at the lower level; i.e., use
     CppAD::AD< adouble >
where adouble is the ADOLC type adouble; see
     http://www.coin-or.org/CppAD/Doc/mul_level_adolc.cpp.xml

On 5/8/2015 3:49 PM, Leitz, Thomas wrote:
> Hi,
>
> lets assume I have a function f(x,y) : R^n \times R^m -> R and I only 
> need the gradient with respect to x, but every time I need to change 
> both variables x and y. (y could be some parameters like coefficients 
> of a polynomial function etc.). There are basically two ways I know 
> how to achieve this:
>
> 1. mark both x and y as independent variables, tape once and every 
> time I need a gradient I compute the whole gradient df/d(x,y) at some 
> (x0,y0) and just use df/dx (i.e. the first n values of the gradient 
> df/d(x,y)). This way I can change both variables but I also compute 
> the gradient df/dy that I don't need.
>
> 2. mark only x as independent and tape the function with any y0 every 
> time before computing the gradient df/dx.
>
> Is there any way to tape once, and later compute the gradient df/dx at 
> any (x0,y0) without retaping?
>
>
> Thomas

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