COEK

Abstract

COEK (C++ Optimization Expression Kernel) is a C++ library that supports the expression and manipulation of algebraic expressions commonly used in optimization applications. COEK. Supports several mechanisms for defining and managing expressions and performing automatic differentiation. COEK also includes low-level interfaces for defining optimization models and interfacing with optimization solvers.SAND2019-14491 M Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA0003525.