Branch-locking AD techniques for nonsmooth composite functions and nonsmooth implicit functions
From MaRDI portal
Publication:4685601
DOI10.1080/10556788.2017.1341506zbMath1401.90270OpenAlexW2725102413MaRDI QIDQ4685601
Publication date: 9 October 2018
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2017.1341506
sensitivity analysisgeneralized derivativesnonsmooth functionsimplicit functionsvector forward AD mode
Derivative-free methods and methods using generalized derivatives (90C56) Newton-type methods (49M15) Nonsmooth analysis (49J52) Numerical methods for variational inequalities and related problems (65K15)
Related Items
Generalized derivatives of computer programs, Optimization-constrained differential equations with active set changes, Generalized derivatives of eigenvalues of a symmetric matrix, Theory of index-one nonlinear complementarity systems, Lexicographic derivatives of nonsmooth glucose-insulin kinetics under normal and artificial pancreatic responses, Analyzing the Influence of Agents in Trust Networks: Applying Nonsmooth Eigensensitivity Theory to a Graph Centrality Problem, Derivative-free optimization of a rapid-cycling synchrotron, General convex relaxations of implicit functions and inverse functions, Generalized Sensitivity Analysis of Nonlinear Programs, Sensitivity analysis of nonsmooth power control systems with an example of wind turbines, Nonsmooth Hessenberg differential-algebraic equations, Determining Key Parameters in Riots Using Lexicographic Directional Differentiation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Lipschitz optimization based on gray-box piecewise linearization
- An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
- Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides
- Dynamics and bifurcations of non-smooth mechanical systems
- Generalized derivatives of differential-algebraic equations
- Generalized derivatives of dynamic systems with a linear program embedded
- Derived eigenvalues of symmetric matrices, with applications to distance geometry
- A minimal set-valued strong derivative for vector-valued Lipschitz functions
- Solving mixed integer nonlinear programs by outer approximation
- TASS: the toolkit for accurate scientific software
- FEVS: a functional equivalence verification suite for high-performance scientific computing
- Solving piecewise linear systems in ABS-normal form
- Methods of descent for nondifferentiable optimization
- A nonsmooth version of Newton's method
- Lexicographic differentiation of nonsmooth functions
- On stable piecewise linearization and generalized algorithmic differentiation
- Introduction to Piecewise Differentiable Equations
- Adjoint Mode Computation of Subgradients for McCormick Relaxations
- Evaluating an Element of the Clarke Generalized Jacobian of a Piecewise Differentiable Function
- Evaluating an element of the Clarke generalized Jacobian of a composite piecewise differentiable function
- The Art of Differentiating Computer Programs
- The Linear Complementarity Problem
- A vector forward mode of automatic differentiation for generalized derivative evaluation
- Evaluating Derivatives
- McCormick-Based Relaxations of Algorithms
- EXTENSION OF NEWTON AND QUASI-NEWTON METHODS TO SYSTEMS OF PC^1 EQUATIONS
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations
- Finite-Dimensional Variational Inequalities and Complementarity Problems