Computing Gradients in Large-Scale Optimization Using Automatic Differentiation

DOI10.1287/IJOC.9.2.185MaRDI QIDQ4354939zbMATH OpenOpenAlexFDO

Authors Christian H. Bischof, Ali Bouaricha, Peyvand M. Khademi, Jorge J. Moré

Publication date 17 September 1997

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/885b6b221eeca018ca79cc5194502371fcd195ab

zbMATH Keywords

large-scale optimizationcomputation of gradients for partially separable functions

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical differentiation (65D25)

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(15)

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• Symbiosis between linear algebra and optimization
• Application of the fast automatic differentiation for calculation of gradients of material's bulk modulus and shear modulus
• Accurate numerical partials with applications to optimization
• TIME-PARALLEL COMPUTATION OF PSEUDO-ADJOINTS FOR A LEAPFROG SCHEME
• Semiautomatic differentiation for efficient gradient computations
• On the Impact of Automatic Differentiation on the Relative Performance of Parallel Truncated Newton and Variable Metric Algorithms
• Automatic multivector differentiation and optimization
• Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix
• Automatic differentiation for reduced sequential quadratic programming
• Large electrical power systems optimization using automatic differentiation
• Implementation of partial separability in a source-to-source transformation AD tool

Describes a project that uses

Uses Software

• Odyssee
• ve08
• MINPACK-2
• ADIFOR
• LANCELOT

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