The ADMB project supports the application of automatic differentiation (AD) for solutions to non-linear statistical modeling and optimization problems.
AD Model Builder, or ADMB, is a C++ application which implements AD using specialized classes and operator overloading.
- HPC_ADMB_DIR - installation directory
If you publish research that uses admb you have to cite it as follows:
Fournier, D.A., Skaug, H.J., Ancheta, J., Ianelli, J., Magnusson, A., Maunder, M.N., Nielsen, A., and Sibert, J. 2012. AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models. Optim. Methods Softw. 27:233-249.