Automatic Hessians by reverse accumulation
From MaRDI portal
Publication:4004579
DOI10.1093/imanum/12.2.135zbMath0754.65022OpenAlexW2115830737MaRDI QIDQ4004579
Publication date: 27 September 1992
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2299/4335
parallel computationautomatic differentiationdirectional derivativeHessian matrixgradient vectorAda computer programreverse-accumulation method
Symbolic computation and algebraic computation (68W30) Parallel numerical computation (65Y05) Numerical differentiation (65D25)
Related Items
A new framework for the computation of Hessians, Minotaur: a mixed-integer nonlinear optimization toolkit, Aerodynamic shape optimization using first and second order adjoint and direct approaches, Geometric approach to Fletcher's ideal penalty function, An exact method for the sensitivity analysis of systems simulated by rejection techniques, Optimizing preventive maintenance models, Sketched Newton--Raphson, Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling, Robust generation of constrained B-spline curves based on automatic differentiation and fairness optimization, Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation, A Robust Numerical Path Tracking Algorithm for Polynomial Homotopy Continuation, Efficient adjoint derivatives: application to the meteorological model meso-nh, Cheap Newton steps for optimal control problems: automatic differentiation and Pantoja's algorithm, Computing the sparsity pattern of Hessians using automatic differentiation, Adaptive Hamiltonian Variational Integrators and Applications to Symplectic Accelerated Optimization