Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C
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Publication:4685604
DOI10.1080/10556788.2018.1425861zbMath1453.90109WikidataQ122905273 ScholiaQ122905273MaRDI QIDQ4685604
Kshitij Kulshreshtha, Julie Bessac, Sri Hari Krishna Narayanan, K. MacIntyre
Publication date: 9 October 2018
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2018.1425861
R; stochastic optimization; data analysis; machine learning; algorithmic differentiation; Python; scripting; ADOL-C; autodiff; SWIG
68W30: Symbolic computation and algebraic computation
90C15: Stochastic programming
90-04: Software, source code, etc. for problems pertaining to operations research and mathematical programming
Uses Software