An enhanced Markowitz rule for accumulating Jacobian matrices efficiently

MaRDI QIDQ2753120zbMATH OpenFDO

Authors Uwe Naumann

Publication date 2001

zbMATH Keywords

combinatorial optimizationheuristicoptimized Jacobian codevertex elimination

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Combinatorial optimization (90C27) Approximation methods and heuristics in mathematical programming (90C59)

Recommendations

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Cited in

(6)

• Optimal accumulation of Jacobian matrices by elimination methods on the dual computational graph
• Optimal Jacobian accumulation is NP-complete
• Randomized heuristics for exploiting Jacobian scarcity
• Markowitz-Type Heuristics for Computing Jacobian Matrices Efficiently
• scientific article; zbMATH DE number 140023 (Why is no real title available?)
• Optimality-preserving elimination of linearities in Jacobian accumulation

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