Add oximo-autodiff crate

[GermanHeim]

Description

This PR adds support for automatic differentiation of oximo models through std::autodiff (nightly only).

Checklist

• I have updated the documentation accordingly
• I have added tests that cover my changes
• I have run cargo fmt and cargo clippy to ensure code quality
• All default tests pass (cargo test)
• cargo test --features gams passes (requires GAMS)
• cargo test --features gurobi passes (requires Gurobi)
• cargo test --features baron passes (requires BARON)

Related Issues

Closes #12

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Review details

⚙️ Run configuration

Configuration used: Repository UI

Review profile: CHILL

Plan: Pro Plus

Run ID: ec81ec88-2382-4b9a-9c3e-7a6eb4caed5a

📥 Commits

Reviewing files that changed from the base of the PR and between 6bd76ba and c8e5b85.

📒 Files selected for processing (3)

• .github/workflows/autodiff.yml
• .github/workflows/ci.yml
• README.md

📝 Walkthrough

Walkthrough

Adds the oximo-autodiff crate with tape-based expression differentiation, closed-form linear/quadratic paths, sparse Jacobian and Hessian structures, Enzyme gradient/HVP execution, an NlpEvaluator API, tests, documentation, and nightly CI.

Changes

Autodiff implementation

Layer / File(s)	Summary
Workspace integration and public API Cargo.toml, crates/oximo-autodiff/Cargo.toml, crates/oximo-autodiff/README.md, crates/oximo-autodiff/src/lib.rs, crates/oximo-autodiff/src/error.rs, crates/oximo-autodiff/src/linearize.rs	Adds the crate, Enzyme feature/profile configuration, public exports, derivation errors, direct gradient evaluation, and usage documentation.
Tape compilation and function classification crates/oximo-autodiff/src/tape.rs, crates/oximo-autodiff/src/slot.rs, crates/oximo-autodiff/tests/tape.rs	Compiles expression DAGs into reusable tapes, interprets tape operations, snapshots parameters, classifies linear/quadratic/nonlinear functions, and tests evaluation and closed-form derivatives.
Sparse Hessian structures and coloring crates/oximo-autodiff/src/sparsity.rs, crates/oximo-autodiff/tests/sparsity.rs	Computes structural supports and Hessian patterns, builds Jacobian and Lagrangian-Hessian structures, and validates star-coloring HVP recovery across deterministic and graph-derived patterns.
Enzyme gradient and HVP wrappers crates/oximo-autodiff/src/enzyme.rs	Adds reverse-mode gradient and forward-over-reverse Hessian-vector-product wrappers around the tape interpreter.
NLP evaluator orchestration and validation crates/oximo-autodiff/src/evaluator.rs, crates/oximo-autodiff/tests/derivatives.rs, .github/workflows/autodiff.yml	Adds cached model classification, parameter refresh, objective/constraint/Jacobian/Hessian evaluation, serial and parallel paths, numerical validation, and nightly Enzyme CI.

Estimated code review effort: 4 (Complex) | ~60 minutes

Sequence Diagram(s)

sequenceDiagram
  participant Model
  participant NlpEvaluator
  participant Tape
  participant Enzyme
  Model->>NlpEvaluator: construct slots and sparsity structures
  NlpEvaluator->>Tape: compile nonlinear expressions
  NlpEvaluator->>Enzyme: evaluate gradient or compressed HVP seeds
  Enzyme-->>NlpEvaluator: return derivative buffers
  NlpEvaluator-->>Model: provide objective, Jacobian, and Hessian values

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🚥 Pre-merge checks | ✅ 5

✅ Passed checks (5 passed)

Check name	Status	Explanation
Title check	✅ Passed	The title is concise and accurately names the main change: adding the oximo-autodiff crate.
Description check	✅ Passed	It covers the required Description, Checklist, and Related Issues sections, but the template's Changes Made section is omitted.
Linked Issues check	✅ Passed	The PR implements autodiff support with gradients, Jacobians, and Hessians via nightly Enzyme, matching issue #12's requirements.
Out of Scope Changes check	✅ Passed	The changes stay focused on autodiff support, docs, tests, CI, and workspace wiring, with no clear unrelated additions.
Docstring Coverage	✅ Passed	Docstring coverage is 100.00% which is sufficient. The required threshold is 80.00%.

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Actionable comments posted: 3

🤖 Prompt for all review comments with AI agents

Verify each finding against current code. Fix only still-valid issues, skip the
rest with a brief reason, keep changes minimal, and validate.

Inline comments:
In @.github/workflows/autodiff.yml:
- Line 22: Update the actions/checkout@v6 step in the workflow to disable
credential persistence by configuring its persist-credentials option to false,
ensuring the checkout token is unavailable to subsequent steps.

In `@crates/oximo-autodiff/src/evaluator.rs`:
- Around line 244-259: Reject parameter refreshes when any objective or
constraint slot changes its is_nonlinear() state, since cached lagrangian,
nl_sources, and seeds would otherwise become invalid. Update refresh_params and
the corresponding try_refresh path to compare each slot’s pre-refresh and
post-refresh nonlinear membership, returning the existing refresh error/result
type on mismatch; otherwise preserve the current reclassification and cache
rebuild behavior.
- Around line 273-283: Update Evaluator::try_refresh to include arena/model
identity in its refresh validation instead of relying only on ExprId values,
which are local to each arena. Reject refresh when the supplied model uses a
different arena, ensuring the stale nonlinear tape is not reused; retain the
existing variable, objective, and constraint checks for the same arena.

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Fix all unresolved CodeRabbit comments on this PR:

• Push a commit to this branch (recommended)
• Create a new PR with the fixes

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ℹ️ Review info

⚙️ Run configuration

Configuration used: Repository UI

Review profile: CHILL

Plan: Pro Plus

Run ID: 528fbd19-be1d-4c22-ad93-194a98212665

📥 Commits

Reviewing files that changed from the base of the PR and between 0a9ce89 and 6bd76ba.

📒 Files selected for processing (15)

• .github/workflows/autodiff.yml
• Cargo.toml
• crates/oximo-autodiff/Cargo.toml
• crates/oximo-autodiff/README.md
• crates/oximo-autodiff/src/enzyme.rs
• crates/oximo-autodiff/src/error.rs
• crates/oximo-autodiff/src/evaluator.rs
• crates/oximo-autodiff/src/lib.rs
• crates/oximo-autodiff/src/linearize.rs
• crates/oximo-autodiff/src/slot.rs
• crates/oximo-autodiff/src/sparsity.rs
• crates/oximo-autodiff/src/tape.rs
• crates/oximo-autodiff/tests/derivatives.rs
• crates/oximo-autodiff/tests/sparsity.rs
• crates/oximo-autodiff/tests/tape.rs