PCOMP: A Modeling Language for Nonlinear Programs with Automatic Differentiation
K. Schittkowski: in Modeling Languages in Mathematical
Optimization, J. Kallrath ed., Kluwer Academic Publishers, 349-367 (2004)
Abstract: PCOMP is a modeling language to facilitate the implementation of highly nonlinear equations arising in
mathematical programming or in dynamical systems. Main applications are in engineering and natural sciences, where in addition to function values also first and second
derivatives must be computed. In this paper, we briefly introduce the forward and reverse modes of automatic differentiation as
implemented in PCOMP. Especially we show by means of a complex function that the relative effort for computing gradients by reverse accumulation is
bounded. The structure of the PCOMP language and the usage of the software is outlined.
To present a typical example, we show how PCOMP is attached to an interactive software system called
EASY-FIT for estimating parameters in dynamical systems, where derivatives of the objective function, but also of initial values and right-hand sides
of differential equations subject to different parameter sets must be computed.
To download a preprint, click here: PCOMP.pdf