Direct Derivative Evaluation Transcription

[pulsipher]

Currently, when derivatives are evaluated for optimizer models, they are first transformed into a reduced InfiniteOpt expression and then transcripted into JuMP expressions. However, this workflow can be reworked to have them map directly to JuMP expressions for optimizer models. This paradigm shift should have a notable increase in performance.

Note this direct paradigm would be harder to implement with measures since they build in place and can be nested whereas derivative evaluation constraints are always built independently and do not even need to be mapped.