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bradbell avatar bradbell commented on August 25, 2024

Have you looked at
https://coin-or.github.io/CppAD/doc/example_jit.htm

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a-jp avatar a-jp commented on August 25, 2024

I haven't seen that, no. Could you give me a bit more info about that link you provided? Is that CppADCodeGen behind the scenes, a different approach and pure CppAD? Not sure what I'm looking at coming to that cold.

Couldn't seen any ipopt there, should I take from that, that as long as I use the approach to call ipopt in the example I cited it will work? If not, is there a version of that example I cited that uses CppADCodeGen?
Many thanks,

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bradbell avatar bradbell commented on August 25, 2024

This is a different approach that was inspired by the speeds obtained by CppADCodeGen. Initial test shows its speeds are similar.

There is no support for ipopt::solve here, but a version of ipopt::solve that uses CppAD JIT to compute derivatives would be a very good addon to CppAD (if you are interested in such a project).
https://coin-or.github.io/CppAD/doc/addon.htm

I am currently working on converting CppAD's documentation from omhelp (something I wrote myself years ago) to sphinx. This is part of a larger project of doing this for all my open source projects. Once I have this done, it should be easier for other people to modify the documentation in CppAD source.

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a-jp avatar a-jp commented on August 25, 2024

Ok, thanks for this info, much appreciated. I'd be very interested in CppAD JIT with ipopt::solve - the chances of me being able to materially help there are small, but I can try once I know it's got going...

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