Automatic differentiation of algorithms

DOI10.1016/S0377-0427(00)00422-2zbMath0994.65020WikidataQ56429730 ScholiaQ56429730MaRDI QIDQ1593824

Steven Brown, Michael Bartholomew-Biggs, Bruce Christianson, L. C. W. Dixon

Publication date: 25 January 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithm; optimal control; numerical examples; interval analysis; nonlinear optimization; error analysis; parallelism; automatic differentiation; penalty functions; program transformation; function approximation; checkpoints; implicit equations; variable momentum; adjoint programming

Mathematics Subject Classification ID

68W30: Symbolic computation and algebraic computation

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

65G40: General methods in interval analysis

65Y05: Parallel numerical computation

65D25: Numerical differentiation

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Cites Work

• Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis
• Using forward accumulation for automatic differentiation of implicitly-defined functions
• Geometric approach to Fletcher's ideal penalty function
• Differential dynamic programming and Newton's method
• Recipes for adjoint code construction
• Reverse aumulation and imploicit functions
• Giving reverse differentiation a helping hand^∗
• Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm
• A simple automatic derivative evaluation program
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