Automatic Differentiation of Nonlinear AMPL Models," pp. 61--73

Abstract. We describe favorable experience with automatic differentiation of mathematical programming problems expressed in AMPL, a modeling language for mathematical programming. Nonlinear expressions are translated to loop-free code, which makes analytically correct gradients and Jacobians particularly easy to compute — static storage allocation suffices. The nonlinear expressions may either be interpreted or, to gain some execution speed, converted to Fortran or C. 1. Introduction. Modelin