[Ipopt] Automatic Differentiation

[Stuart Rogers]

ADiGator is a free MATLAB automatic differentiation toolbox:
https://sourceforge.net/projects/adigator/. It is also able to construct
vectorized derivatives of vectorized MATLAB functions.


On Tue, Feb 28, 2017 at 10:00 AM, <ipopt-request at coin-or.org> wrote:

>
> Hi all,
>
> I am currently using IPOPT through the MATLAB interface. Since I have
> rather complex functions, the Jacobians and Hessians are being
> calculated automatically using INTLAB's automatic differentiation
> feature. However, I am at times finding INTLAB difficult to use, since
> it does not support direct use of some built-in functions such as
> interp1 and atan2.
>
> I've also tried out ADiMat, but couldn't get the source code
> transformation routine to work (due to search path problems). I also
> tried ADiMat's finite difference function, which worked but was
> extremely slow and thus I couldn't adopt it.
>
> I would like to hear recommendations for other automatic differentiation
> tools/setups which you found useful. Thanks.
>
> Best regards,
> Andrew Spiteri
>
>
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