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This package is under development. Use at your own risk.
MadDiff.jl is an automatic differentiation and algebraic modeling package. MadDiff.jl constructs first and second derivative functions off-line (i.e., prior to calling the optimization solver) by applying operator overloading-based automatic differentiation on functions. The exact derivative functions can be obtained as results. A benchmark code can be found here.
Please report issues and feature requests via the Github issue tracker.