Randomized heuristics for exploiting Jacobian scarcity

DOI10.1080/10556788.2011.577774zbMATH Open1242.90301OpenAlexW1981804779MaRDI QIDQ2885477FDOQ2885477

Authors: Andrew Lyons, Ilya Safro, Jean Utke 

Publication date: 23 May 2012

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

Full work available at URL: https://drops.dagstuhl.de/opus/volltexte/2009/2086/

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zbMATH Keywords

automatic differentiationedge eliminationscarcitypreaccumulation

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Randomized algorithms (68W20) Random walks on graphs (05C81) Theory of compilers and interpreters (68N20)

Cites Work

• OpenAD/F
• Optimization by simulated annealing
• Title not available (Why is that?)
• A mathematical view of automatic differentiation
• Complexity of the minimum-dummy-activities problem in a pert network

Cited In (4)

• On the practical exploitation of scarsity
• Markowitz-Type Heuristics for Computing Jacobian Matrices Efficiently
• Cheaper Jacobians by Simulated Annealing
• Title not available (Why is that?)

Uses Software

• OpenAD/F

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