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The OS Algorithmic Differentiation Implementation

The OS library provides a set of calculate methods for calculating function values, gradients, and Hessians. The calculate methods are part of the OSInstance class and are designed to work with solver APIs.

Subsections

Algorithmic Differentiation: Brief Review
Using OSInstance Methods: Low Level Calls
- First Derivative Reverse Sweep Calculations
- Second Derivative Reverse Sweep Calculations
Using OSInstance Methods: High Level Calls

Kipp Martin 2008-01-16