Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation

DOI10.1007/s12532-016-0100-3zbMath1391.90582MaRDI QIDQ1694294

Mu Wang, Alex Pothen, Assefaw Hadish Gebremedhin

Publication date: 1 February 2018

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-016-0100-3

zbMATH Keywords

data-flow analysis; algorithmic differentiation; ADOL-C; edge pushing; Hessian computation; reverse mode AD

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

Related Items

Livarh, Livarhacc

Uses Software

• ADOL-C
• Valgrind
• ColPack
• dcc
• hess_pat
• edge_push_sp