Are there any optimization libraries/packages that use automatic differentiation?

This page summarizes the projects mentioned and recommended in the original post on /r/optimization
Optimization nonlinear Derivatives Code Generation numerical-calculations

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  • casadi

    CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

    • JuMP.jl (Julia) or casADi (Python) are good choices.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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