jump-dev / jump-dev/MathOptInterface.jl
Optional forward mode for jac/jac-vec products
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Project: next-gen nonlinear support
- Dominant language
- Julia
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Description
@amontoison observed that we could use forward mode for the jacobian and jacobian-vector products when the number of variables is less than the number of rows to get better performance than the current approach that uses reverse mode always.
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