On stable piecewise linearization and generalized algorithmic differentiation

DOI10.1080/10556788.2013.796683zbMath1278.65021OpenAlexW2011835437WikidataQ57389604 ScholiaQ57389604MaRDI QIDQ2867428

Publication date: 19 December 2013

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.796683

zbMATH Keywords

automatic differentiation Lipschitz continuity directional derivative bundle methods trapezoidal rule midpoint method coherent orientation Bouligand derivative ADOL-C computational graph conical activity generalized gradients and Jacobians piecewise differentiability piecewise Newton

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical differentiation (65D25)

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Uses Software

ADOL-C

Cites Work