Expression graph - Githubissues

brocksam / pycollo

General-purpose optimal control, trajectory optimisation and parameter optimisation using direct collocation

https://brocksam.github.io/pycollo/

MIT License

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Expression graph #9

Closed brocksam closed 4 years ago

brocksam commented 4 years ago

This PR updates the differentiation method in Pycollo to hSAD (hybrid-Symbolic-Algorithmic Differentiation). hSAD offers a significant improvement in performance over pure SD (Symbolic Differentiation) allowing more complex problems to be solved in second-order mode without expensive preprocessing cost.