Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions

DOI10.1080/10556788.2017.1341506zbMath1401.90270OpenAlexW2725102413MaRDI QIDQ4685601

Kamil A. Khan

Publication date: 9 October 2018

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2017.1341506

zbMATH Keywords

sensitivity analysisgeneralized derivativesnonsmooth functionsimplicit functionsvector forward AD mode

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56) Newton-type methods (49M15) Nonsmooth analysis (49J52) Numerical methods for variational inequalities and related problems (65K15)

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Uses Software

• Eigen
• amodMC
• libMC
• dcc

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