algorithmic-differentiation topic

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable inte...

SciML

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

SciML

A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics

SciML

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valua...

lakshmiDRIP

Comprehensive automatic differentiation in C++

auto-differentiation

Automates adjoints. Forward and reverse mode algorithmic differentiation around implicit functions (not propagating AD through), as well as custom rules to allow for mixed-mode AD or calling external...

byuflowlab

Material Definition with Automatic Differentiation

adtzlr

A library for high-level algorithmic differentiation

tlm-adjoint