autodiff_library ================ <\br>
Automatic Differentiation Library
- Very easy access and light weight c++/c library
- Build computation graph as a DAG.
- Provide function evaluation, reverse gradient, reverse Hessian-vector, forward Hessian computation calls.
- State-of-the-art Object-Oriented Design and Implementation in C++
- A modified version of this library is integrated into the Parallel Structured Model Generator(PSMG)--an algebraic modelling langauge for Mathematical Programming. See project wiki for more detail.