Piggyback differentiation and optimization

DOI10.1007/978-3-642-55508-4_9MaRDI QIDQ4654837zbMATH OpenFDO

Authors Andreas Griewank, Christèle Faure

Publication date 10 March 2005

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-55508-4_9

zbMATH Keywords

\(Q\)- and \(R\)-linear convergencealgorithmalgorithmic or automatic differentiationderivative convergencedesign optimizationfixed point iterationimplicit functionsparameter identificationreduced gradientreduced Hessiansuperconvergence

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical computation of solutions to systems of equations (65H10) Symbolic computation and algebraic computation (68W30)

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Cited in

(9)

• One-shot approaches to design optimzation
• Adaptive sequencing of primal, dual, and design steps in simulation based optimization
• Convergence of a piggyback-style method for the differentiation of solutions of standard saddle-point problems
• Quantifying retardation in simulation based optimization
• Learning consistent discretizations of the total variation
• Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems
• An adaptively inexact method for bilevel learning using primal-dual-style differentiation
• An adaptively inexact first-order method for bilevel optimization with application to hyperparameter learning
• Inexact subgradient methods for semialgebraic functions

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