Automatic differentiation: Reduced gradient and reduced Hessian matrix

DOI10.1007/BF00249641MaRDI QIDQ1803653zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

complexityautomatic differentiationreduced gradientreduced Hessian matrix

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 97115 (Why is no real title available?)
• scientific article; zbMATH DE number 4128288 (Why is no real title available?)
• A finite algorithm for the exact evaluation of higher order partial derivatives of functions of many variables
• A generalized Newton algorithm using higher-order derivatives
• Automatic differentiation of characterizing sequences
• Automatic differentiation of functions of derivatives
• Automatic differentiation: techniques and applications
• Differentiation in PASCAL-SC: type GRADIENT
• Fast method to compute the scalar product of gradient and given vector
• Nonlinear least squares via automatic derivative evaluation
• Numerical derivatives and nonlinear analysis
• Simultaneous computation of functions, partial derivatives and estimates of rounding errors —Complexity and practicality—
• The Arithmetic of Differentiation
• Truncated Newton method for sparse unconstrained optimization using automatic differentiation

Cited in

(8)

• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• scientific article; zbMATH DE number 4178630 (Why is no real title available?)
• Tangent-on-tangent vs. tangent-on-reverse for second differentiation of constrained functionals
• Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix
• Fast automatic differentiation as applied to the computation of second derivatives of composite functions
• Automatic differentiation for reduced sequential quadratic programming
• Computing the sparsity pattern of Hessians using automatic differentiation
• scientific article; zbMATH DE number 5353265 (Why is no real title available?)

Describes a project that uses

Uses Software

• Pascal-SC

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