ADOL-C

ADOL-C: Automatic Differentiation of C/C++. We present two strategies for the implementation of Automatic Differentiation (AD) based on the operator overloading facility in C++. Subsequently, we describe the capabilities of the AD-tool ADOL-C that applies operator overloading to differentiate C- and C++-code. Finally, we discuss some applications of ADOL-C.

This software is also referenced in ORMS.