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README.md

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This repository contains a **C implementation of the differentiation engine used by CVXPY** for its extension to **Disciplined Nonlinear Programming** [(DNLP)](https://github.com/cvxgrp/DNLP).
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The library provides low-level routines for computing derivatives required by nonlinear programming problems.
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The library is intended as a **backend component** and is not meant to be used directly by end users.
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The library provides low-level routines for computing sparse Jacobians and Hessians required by nonlinear programming solvers. The library is intended as a **backend component** and is not meant to be used directly by end users.
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