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Add direct JuMP integration bypassing expensive initialize #3

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merged 2 commits into from
Mar 29, 2022

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@odow odow commented Mar 28, 2022

This PR adds an optimize hook that directly replaces JuMP's AD system.

It's currently a little wasteful in that it goes JuMP -> Expr -> _Function. Now that it's working, I'll try and skip the intermediary Expr step. It's actually useful because it allows us to expand subexpressions first.

I haven't attempted to incorporate user-defined functions yet.

@odow odow merged commit ded533e into master Mar 29, 2022
@odow odow deleted the od/jump-integration branch March 29, 2022 00:29
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