Algorithm 746: New Features of PCOMP, a FORTRAN Code for Automatic Differentiation
M. Liepelt, K. Schittkowski: ACM Transactions on Mathematical Software, Vol. 26, No. 3, 352-362 (2000)
Abstract:
The software system PCOMP uses a language similar to Fortran to
evaluate gradients of user-provided functions by automatic differentiation.
Derivatives are computed either during run time by special subroutines
or, alternatively, Fortran code is generated for function and gradient
evaluation.
The first version of PCOMP was introduced in Dobmann, Liepelt and
Schittkowski [1995].
In this paper we describe a series of extensions and
additional features that have meanwhile been implemented.
To download the report, click here: pcomp_r.pdf