I have two bivariate functions (more generally, n n-variable functions) f_1(x_1,x_2) and f_2(x_1,x_2). I need to solve the following system of equations: \frac{\partial f_1}{\partial x_1} = 0 and \frac{\partial f_2}{\partial x_2} = 0 (the context here is a Cournot-type duopoly model). The functions …

Expressions for partial derivatives using AD tools

Tamas_Papp August 29, 2020, 1:12pm 2

Use a closure. Eg \partial f_1 / \partial x_1 at x_1, x_2 is

ForwardDiff.derivative(x1 -> f1(x1, x2), x1)

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