[SciPy-user] [ANN][Automatic Differentiation] Beta Version of PYADOLC

Robert Cimrman cimrman3@ntc.zcu...
Tue May 12 09:35:10 CDT 2009


Hi Sebastian!

the topic of automatic differentiation is very interesting for me (also 
in light of my announcement here not so long ago...). Does ADOL-C derive 
the code so that analytical formulas for the jacobians are obtained, or 
does it use some finite differencing scheme? I am not familiar with AD, 
so pardon my ignorance.

regards,
r.

Sebastian Walter wrote:
> I am  pleased to announce the release of PYADOLC (beta version).
> 
> Homepage: http://github.com/b45ch1/pyadolc/
> For download and instructions check the homepage.
> 
> About the package
> =================
> PYADOLC is a wrapper of the C++ software ADOL-C.
> It computes derivatives of arbitrarily complex algorithms  (with loops
> and if then else) efficiently on the C++ side.
> 
> 
> 0) easy and pythonic user interface
> 1) efficient computation of _gradients_ g, _Hessians_ H and _higher_
> order tensors T
> 2) efficient computation of products   dot(u.T, H), dot(H,v) as they
> are needed in optimization algorithms
> 3) well documented by docstrings. For more information one can read
> the C++ documentation.
> 4) extensive unit test and many examples, including constrained
> optimization by projected gradients, etc ...
> 5) should be suitable for derivative generation of rather large scale
> optimization problems.
>    E.g. optimal control problems, inverse problems,  This is not tested though.
> 6) Sparse Jacobian support.
> 
> 
> Suggestions and Bugs:
> ===================
> Please report any bugs or inconveniences that you encounter!
> E.g. just write me if you have troubles with the installation.
> 
> Everything *should* work as you expect.
> Sparse Jacobian support is experimental and the build process needs a
> little user assistance but should work.
> 
> The API is not completely fixed. However, changes to the API will be
> backward compatible.
> 
> 
> 
> Hope someone can make use of it.
> 
> regards,
> Sebastian
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> 
> 



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