On the Impact of Automatic Differentiation on the Relative Performance of Parallel Truncated Newton and Variable Metric Algorithms

DOI10.1137/0801028MaRDI QIDQ4012428zbMATH OpenOpenAlexFDO

Authors L. C. W. Dixon

Publication date 27 September 1992

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0801028

zbMATH Keywords

automatic differentiationHessian matrixsparse doublet methodsparse triplet method

Mathematics Subject Classification ID

Numerical differentiation (65D25) Parallel numerical computation (65Y05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

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Cited in

(8)

• Truncated Newton method for sparse unconstrained optimization using automatic differentiation
• Quasi-Newton methods with derivatives
• Automatic differentiation: Reduced gradient and reduced Hessian matrix
• Automatic differentiation of large sparse systems
• Newton-like method with modification of the right-hand-side vector
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• A parallel implementation of automatic differentiation for partially separable functions using PVM

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• ve08

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