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A C++ Class Supporting Adjoint-State Methods
The adjoint-state method is widely used for computing gradients in simulation- driven optimization problems. The adjoint-state evolution equation requires access to the entire history of the system states. There are ...
Time-Stepping Classes for Optimization (TSOpt)
This report introduces the "Time Stepping Package for Optimization", or TSOpt, which is an interface for time-stepping simulation written in C++. It packages a simulator together with its derivatives (\sensitivities") and ...