EnzymeAD / EnzymeAD/Enzyme

Full hessian (c++)

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Description

I'd like to consider this library to support my interaction with ipopt. For that to work I need the gradient, Jacobian, and hessian of functions with respect to the optimisation variable or variables. To that end I also need to provide to ipopt sparsity patterns for the jacobian and hessian. I need the hessian, not the HVP etc. My code is c++ and interfaces to ipopt using c++.

Taking all of the above into account would I be able to use enzyme now? If not, what is missing?

Thanks

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