We propose extensions to Fortran which integrate forward and reverse
Automatic Differentiation (AD) directly into the programming model.
Irrespective of implementation technology, embedding AD constructs directly
into the language extends the reach and convenience of AD while allowing
abstraction of concepts of interest to scientific-computing practice, such as
root finding, optimization, and finding equilibria of continuous games.
Multiple different subprograms for these tasks can share common interfaces,
regardless of whether and how they use AD internally. A programmer can maximize
a function F by calling a library maximizer, XSTAR=ARGMAX(F,X0), which
internally constructs derivatives of F by AD, without having to learn how to
use any particular AD tool. We illustrate the utility of these extensions by
example: programs become much more concise and closer to traditional
mathematical notation. A companion paper describes how these extensions can be
implemented by a program that generates input to existing Fortran-based AD
tools