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

[Leitz, Thomas]

Hi Brad,

Thanks for your reply. I'm not (yet) familiar with CppAD, but since I'm currently trying to figure out which of all the autodiff-packages to use for my project, it is good to know, that what I'm trying to do is possible with CppAD. It is also nice to know, that a combination of ADOL-C and CppAD is easy.

Thomas

--
Thomas Leitz
Chair of Applied Dynamics
University of Erlangen-Nuremberg
Haberstrasse 1
D-91058 Erlangen, Germany
room 01.012
phone +49 (0)9131 85 61005

On 09.05.2015, at 23:49, Brad Bell <bradbell at seanet.com<mailto:bradbell at seanet.com>> wrote:

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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