Interval arithmetic, hull-consistency enforcing and algorithmic differentiation using a template-based package

摘要

The paper presents the first author's C++ library ADHC for algorithmic differentiation and hull consistency enforcing using interval calculus. The code is based on C++ templates, so that the same source code could be used to generate binary functions for various cases: for evaluating the function value, its various derivatives or creating expression tree to enforce hull consistency. Also, we can choose at compile-time to use sparse or dense containers for higher derivatives. Preliminary experiments are reported.