Alternatives for automatic differentiation

[matheusdiogenesandrade]

Hello.

I would like to know if NLOpt has any support for AMPL integration, or any other tool allowing automatic differentiation. For instance, NLOpt.jl, provides a derivative-free interface. Although I am not sure how it is done behind the hood, I would say it makes use of the JuMP automatic differentiation support. I know there is support for Matlab and Octave integration, but I am not so sure if the automatic differentiation functionality could be so easily implemented through these means.

Thanks and regards.