Relation to AutoDiff

Sep 27, 2011 at 3:41 AM

This looks very cool. It also looks very similiar to the AutoDiff project also here on codeplex. And relation? Or is this a fresh new start?



Sep 27, 2011 at 8:19 AM


No, it's a completely independent approach. This library has been designed to help me doing numerical optimization at my job. I've also noticed the other project here on CodePlex. I don't think it has been designed with numerical optimization in mind, since it doesn't support second order derivatives (as far as I can see).

Oct 29, 2011 at 4:13 PM

It has been designed with numeric optimization in mind, but it doesn't perform the optimization on its own. I am using it for my research project in Computer Graphics (a modelling application).

Personally, I am quite satisfied with the quasi-newton approaches (L-BFGS for example.. I use AlgLib for optimization) so I didn't need any 2nd order derivatives. But if your application benefits 2nd order derivatives, you should NOT use my library.