C++ examples using automatic differentiation

Topics
	tutorial.cpp
	the tutorial example using the automatic differentiation library ADOL-C.
	tutorial2.cpp
	this extends the tutorial by including the computation of the Lagrangian of the Hessian.
	tutorial2str.cpp
	this extends the tutorial by including the computation of the structure of the Hessian and the value of the Lagrangian of the Hessian.

Detailed Description

Examples written in C++ using the ADOL-C package for automatic differentiation.

Before running the C++ examples, it is necessary to build and install ADOL-C. The instructions on how to achieve this are given here. When building ADOL-C, instructions on how to link against the installed libraries are provided.

It is necessary to link against both the conopt4_c++ and adolc libraries. The way to achieve this depends on the operating system and compiler used.