[CppAD] gradient of vector-valued function

Norman Goldstein normvcr at telus.net
Mon Feb 11 05:29:20 EST 2013


The Hessian driver

hes = f.Hessian(x, w)

is very convenient for a function F : B^n --> B^m

I did not find in the CppAD documentation a similar call

grad = f.Gradient(x, w )

Of course, this is the same as

w^t * f.Jacobian(x)

but would avoid calculating the full jacobian.

??

Thank you.


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