Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation

DOI10.1007/s12532-016-0100-3zbMath1391.90582OpenAlexW2495329635MaRDI QIDQ1694294

Alex Pothen, Mu Wang, Assefaw Hadish Gebremedhin

Publication date: 1 February 2018

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-016-0100-3

zbMATH Keywords

data-flow analysisalgorithmic differentiationADOL-Cedge pushingHessian computationreverse mode AD

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

On efficient Hessian computation using the edge pushing algorithm in Julia, Unnamed Item, Livarh, Livarhacc

Uses Software

• ADOL-C
• Valgrind
• ColPack
• dcc
• hess_pat
• edge_push_sp

Cites Work

• The polyadic structure of factorable function tensors with applications to high-order minimization techniques
• A new framework for the computation of Hessians
• Efficient Computation of Sparse Hessians Using Coloring and Automatic Differentiation
• On the Efficient Computation of Sparsity Patterns for Hessians
• ColPack
• The Art of Differentiating Computer Programs
• New Acyclic and Star Coloring Algorithms with Application to Computing Hessians
• Evaluating Derivatives
• Computing sparse Hessians with automatic differentiation
• Estimation of sparse hessian matrices and graph coloring problems
• Automatic Hessians by reverse accumulation
• Algorithm 755: ADOL-C
• The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices
• Computing the sparsity pattern of Hessians using automatic differentiation
• Higher-order reverse automatic differentiation with emphasis on the third-order
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