[Bonmin] bonmin and ampl external function

[Andreas Waechter]

Hi Roy,

> Could you actually provide one example which uses automatic differentiation
> to give the first and second direvatives with ampl external function?

I'm not sure, part of the code was not written by me and I'm not sure if I 
can give it away.

> Another question coming into my mind is:
> Does that mean I don't need code to calculate the value of the integration
> function, instead, I just need to code to calculate the first and second
> direvatives?

No, we still also need the values.

However, if your function (including the integral) is such that the first 
derivative is some analytic function without the integral, you could just 
code the first derivatives using that analytic expression, from which you 
could also easily the second derivative (as the first derivative of that 
other function).

> Again, if you can give me the example you mentioned in your email, I would
> appreciate it very much.

Given what I wrote in the last paragraph, let me know if you still want me 
to look for an example with ADOL-C.

Cheers,

Andreas