Efficient (partial) determination of derivative matrices via automatic differentiation
DOI10.1137/11085061XzbMATH Open1275.65016OpenAlexW2055041283MaRDI QIDQ2847718FDOQ2847718
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
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optimizationnumerical examplesnonlinear systemautomatic differentiationsparsity patternJacobian/Hessian matrixmatrix derivative computationpartial graph coloring
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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- Efficient Automatic Differentiation of Matrix Functions
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- 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
- Using directed edge separators to increase efficiency in the determination of Jacobian matrices via automatic differentiation
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