When Enzyme meets JuMP: a tour de ronde
Michel Schanen, François Pacaud
Julia provides a vibrant automatic differentiation (AD) ecosystem, with numerous AD libraries. All these AD solutions are unique, and take diverse approaches to the various fundamental AD design choices for code transformations available in Julia. The recent refactoring of the JuMP nonlinear interface is giving us an opportunity to integrate some of these AD libraries into JuMP. However, how far can we go in the integration?