Automatic differentiation of large sparse systems

DOI10.1016/0165-1889(90)90023-AzbMath0725.65023MaRDI QIDQ2277762

L. C. W. Dixon, M. Mohseninia, Z. Maany

Publication date: 1990

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

symbolic computationHessianautomatic differentiationgradientconjugate gradient algorithmtruncated Newton methodNumerical resultsminimization algorithmsDixon problemDixon-Maany problemPowell problem

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25)

Related Items (4)

On interval enclosures using slope arithmetic ⋮ Efficient computation of gradients and Jacobians by dynamic exploitation of sparsity in automatic differentiation ⋮ Automatic differentiation of large sparse systems ⋮ Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm

Cites Work

• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• Automatic differentiation of large sparse systems
• The Arithmetic of Differentiation
• A test problem generator for large-scale unconstrained optimization
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