(Almost) matrix-free solver for piecewise linear functions in abs-normal form.

DOI10.1002/NLA.2258MaRDI QIDQ5206493zbMATH OpenOpenAlexWikidataFDO

Authors Torsten Bosse

Publication date 18 December 2019

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.2258

zbMATH Keywords

algorithmic differentiationmatrix-free solverabs-normal formpiecewise linear algebra

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical linear algebra (65F99) Numerical methods in optimal control (49M99)

Recommendations

• Representation and analysis of piecewise linear functions in abs-normal form
• Solving piecewise linear systems in ABS-normal form
• Study of the numerical efficiency of structured ABS-normal forms
• On stable piecewise linearization and generalized algorithmic differentiation
• Convergence results for some piecewise linear solvers

Cited in

(5)

• Enumeration of subdifferentials of piecewise linear functions with ABS-normal form
• Study of the numerical efficiency of structured ABS-normal forms
• Representation and analysis of piecewise linear functions in abs-normal form
• Solving piecewise linear systems in ABS-normal form
• On stable piecewise linearization and generalized algorithmic differentiation

Describes a project that uses

Uses Software

• PATH Solver
• BLAS
• ADOL-C

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