[CppAD] Using existing derivative code combined with AD

[Scott Foster]

Hi,

I have a function of the form f(g(x),x,y), which has a scalar outcome.  
The function g(x) requires iteration and can't be auto-differentiated 
easily but its derivative can be found using other methods (numerical). 
   The function f(.,.,.) is pretty horrible in itself but it is a 
predefined sequence of operations and is an ideal candidate for AD.

So, what I want to do is to use AD to differentiate f(.,.,.) but to tell 
CppAD, somehow, to use the hard-wired code whenever it comes across 
g(x).  I do not know how to do this.  It is what I want to learn how to do.

I'm assuming that this is a pretty common problem but I haven't been 
able to find any mention in the documentation.  Of course, that doesn't 
mean that it isn't there -- just that I haven't found it:-)

Any help would be very appreciated.

Scott

-- 
Scott Foster
CSIRO Mathematics, Informatics and Statistics
GPO Box 1538
Castray Esplanade
Hobart 7001
Tasmania
Australia

Phone:     (03) 6232 5178
Fax:       (03) 6232 5000
Email:     scott.foster at csiro.au