Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C

Kshitij Kulshreshtha, Sri Hari Krishna Narayanan, J. Bessac, K. Macintyre. Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C. Optimization Methods and Software, 33(4-6):1173-1191, 2018. [doi]

Abstract

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