Automatic differentiation: Reduced gradient and reduced Hessian matrix

DOI10.1007/BF00249641zbMATH Open0788.65019OpenAlexW2092910248MaRDI QIDQ1803653FDOQ1803653

Authors: Herbert Fischer 

Publication date: 29 June 1993

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00249641

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zbMATH Keywords

complexityautomatic differentiationreduced gradientreduced Hessian matrix

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical differentiation (65D25)

Cites Work

• Differentiation in PASCAL-SC: type GRADIENT
• Automatic differentiation: techniques and applications
• Automatic differentiation of functions of derivatives
• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• The Arithmetic of Differentiation
• Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
• A finite algorithm for the exact evaluation of higher order partial derivatives of functions of many variables
• Numerical derivatives and nonlinear analysis
• Nonlinear least squares via automatic derivative evaluation
• A generalized Newton algorithm using higher-order derivatives
• Fast method to compute the scalar product of gradient and given vector
• Automatic differentiation of characterizing sequences
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• Title not available (Why is that?)
• Tangent-on-tangent vs. tangent-on-reverse for second differentiation of constrained functionals
• Computing the sparsity pattern of Hessians using automatic differentiation
• Title not available (Why is that?)
• Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix
• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• Automatic differentiation for reduced sequential quadratic programming

Uses Software

• Pascal-SC

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