Efficient (partial) determination of derivative matrices via automatic differentiation

DOI10.1137/11085061XMaRDI QIDQ2847718zbMATH OpenOpenAlexFDO

Authors Wei Xu, Thomas F. Coleman

Publication date 11 September 2013

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/11085061x

zbMATH Keywords

optimizationnumerical examplesnonlinear systemautomatic differentiationsparsity patternJacobian/Hessian matrixmatrix derivative computationpartial graph coloring

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Numerical differentiation (65D25)

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(15)

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• Combining partial Jacobian computation and preconditioning. New heuristics, educational modules, and applications
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• Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix
• scientific article; zbMATH DE number 5353272 (Why is no real title available?)
• Fast differentiation algorithm and efficient calculation of the exact matrix of second derivatives
• Efficient computation of sparse hessians using coloring and automatic differentiation
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• Exploiting sparsity in automatic differentiation on multicore architectures
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Describes a project that uses

Uses Software

• minpack
• ADMAT
• SparseMatrix

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