Adjoint mode computation of subgradients for McCormick relaxations

DOI10.1007/978-3-642-30023-3_10MaRDI QIDQ2913123zbMATH OpenOpenAlexFDO

Authors M. Beckers, Viktor Mosenkis, Uwe Naumann

Publication date 26 September 2012

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-30023-3_10

zbMATH Keywords

non-smooth analysisalgorithmic differentiationMcCormick relaxationssubgradientsadjoint mode

Mathematics Subject Classification ID

Numerical differentiation (65D25)

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• McCormick-Based Relaxations of Algorithms
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• scientific article; zbMATH DE number 778143

Cited in

(9)

• Tighter McCormick relaxations through subgradient propagation
• Whitney differentiability of optimal-value functions for bound-constrained convex programming problems
• amodMC
• Adjoint Code Design Patterns
• General convex relaxations of implicit functions and inverse functions
• Manifold sampling for optimizing nonsmooth nonconvex compositions
• Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations
• Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
• Differentiable McCormick relaxations

Describes a project that uses

Uses Software

• modMC
• libMC

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