yap/example/autodiff_library/README.md

autodiff_library ================ <\br>

Automatic Differentiation Library

1. Very easy access and light weight c++/c library
   
2. Build computation graph as a DAG.
   
3. Provide function evaluation, reverse gradient, reverse Hessian-vector, forward Hessian computation calls.
   
4. State-of-the-art Object-Oriented Design and Implementation in C++
   
5. 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.