Efficient computation of derivatives for solving optimization problems in R and Python using SWIG-generated interfaces to ADOL-C

DOI10.1080/10556788.2018.1425861MaRDI QIDQ4685604zbMATHOpenAlexWikidataFDO

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

zbMATH Keywords

Rmachine learningdata analysisstochastic optimizationalgorithmic differentiationPythonscriptingADOL-CautodiffSWIG

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30) Stochastic programming (90C15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Recommendations

• ADOL-C: automatic differentiation using operator overloading in C++
• Fast reverse-mode automatic differentiation using expression templates in C++
• Algorithm 755: ADOL-C
• AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
• scientific article; zbMATH DE number 992839

Cites work

• A stochastic quasi-Newton method for large-scale optimization
• DOLFIN: automated finite element computing
• Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
• Evaluating Derivatives
• Fast reverse-mode automatic differentiation using expression templates in C++
• Global sensitivity analysis: The primer
• On the numerical stability of algorithmic differentiation
• OpenAD/F
• The Tapenade automatic differentiation tool, principles, model, and specification

Cited in

(1)

• scientific article; zbMATH DE number 2087147 (Why is no real title available?)

Describes a project that uses

Uses Software

• ADOL-C
• R
• SymPy
• ADIC
• DOLFIN
• FEniCS
• SWIG
• CppAD
• Yacas
• Theano
• SciPy
• TAPENADE
• ADMB
• numDeriv
• OpenAD/F
• ADIC2
• PyCppAD
• AlgoPy
• dco/c++
• Deriv
• Python
• Ryacas
• CoDiPack
• pyadolc
• radx
• Numdifftools
• madness

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