dummy-link

ReverseDiffSparse

Reverse-mode automatic differentiation for sparse Hessians

Readme

ReverseDiffSparse

Build Status codecov.io

Reverse-mode automatic differentiation for closed-form scalar algebraic expressions, producing gradients and Hessians. Efficient sparse Hessian computation is implemented by using state-of-the-art graph coloring approaches, written in pure Julia (see src/coloring.jl). This package is primarily used by JuMP, and we recommend using JuMP as the easiest interface to access it.

First Commit

02/09/2014

Last Touched

about 1 month ago

Commits

301 commits