Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C
DOI10.1080/10556788.2018.1425861zbMATH Open1453.90109OpenAlexW2801411152WikidataQ122905273 ScholiaQ122905273MaRDI QIDQ4685604FDOQ4685604
Authors: Kshitij Kulshreshtha, Sri Hari Krishna Narayanan, Julie Bessac, K. MacIntyre 
Publication date: 9 October 2018
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2018.1425861
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- scientific article; zbMATH DE number 992839
Rmachine learningdata analysisstochastic optimizationalgorithmic differentiationPythonscriptingADOL-CautodiffSWIG
Symbolic computation and algebraic computation (68W30) Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)
Cites Work
- DOLFIN
- OpenAD/F
- A stochastic quasi-Newton method for large-scale optimization
- Evaluating Derivatives
- Global sensitivity analysis: The primer
- The Tapenade automatic differentiation tool
- On the numerical stability of algorithmic differentiation
- Fast Reverse-Mode Automatic Differentiation using Expression Templates in C++
- Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
Cited In (1)
Uses Software
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