Automatic Hessians by reverse accumulation

DOI10.1093/imanum/12.2.135zbMath0754.65022OpenAlexW2115830737MaRDI QIDQ4004579

Bruce Christianson

Publication date: 27 September 1992

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2299/4335

zbMATH Keywords

parallel computationautomatic differentiationdirectional derivativeHessian matrixgradient vectorAda computer programreverse-accumulation method

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Parallel numerical computation (65Y05) Numerical differentiation (65D25)

Related Items (15)

A new framework for the computation of Hessians ⋮ Minotaur: a mixed-integer nonlinear optimization toolkit ⋮ Aerodynamic shape optimization using first and second order adjoint and direct approaches ⋮ Geometric approach to Fletcher's ideal penalty function ⋮ An exact method for the sensitivity analysis of systems simulated by rejection techniques ⋮ Optimizing preventive maintenance models ⋮ Sketched Newton--Raphson ⋮ Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling ⋮ Robust generation of constrained B-spline curves based on automatic differentiation and fairness optimization ⋮ Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation ⋮ A Robust Numerical Path Tracking Algorithm for Polynomial Homotopy Continuation ⋮ Efficient adjoint derivatives: application to the meteorological model meso-nh ⋮ Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm ⋮ Computing the sparsity pattern of Hessians using automatic differentiation ⋮ Adaptive Hamiltonian Variational Integrators and Applications to Symplectic Accelerated Optimization

This page was built for publication: Automatic Hessians by reverse accumulation