Computing the sparsity pattern of Hessians using automatic differentiation
DOI10.1145/2490254zbMATH Open1305.65101OpenAlexW2156953225WikidataQ113310334 ScholiaQ113310334MaRDI QIDQ5498686FDOQ5498686
Authors: Robert M. Gower, M. P. Mello 
Publication date: 10 February 2015
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/7765271/GowerMello_sparsity_pattern.pdf
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Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50) Numerical differentiation (65D25)
Cites Work
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- Algorithm 799: revolve
- Computing sparse Hessians with automatic differentiation
- CUTE
- Evaluating Derivatives
- Test example for nonlinear programming codes
- Algorithm 755: ADOL-C
- Efficient computation of sparse hessians using coloring and automatic differentiation
- What Color Is Your Jacobian? Graph Coloring for Computing Derivatives
- Automatic Hessians by reverse accumulation
- Some bounds on the complexity of gradients, Jacobians, and Hessians
- On the efficient computation of sparsity patterns for Hessians
- A new framework for the computation of Hessians
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Cited In (10)
- A new framework for the computation of Hessians
- Computing sparse Hessians with automatic differentiation
- On the efficient computation of sparsity patterns for Hessians
- On efficient Hessian computation using the edge pushing algorithm in Julia
- Title not available (Why is that?)
- Efficient computation of sparse hessians using coloring and automatic differentiation
- Edge pushing is equivalent to vertex elimination for computing Hessians
- Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation
- Improved Automatic Computation of Hessian Matrix Spectral Bounds
- Pattern graph for sparse Hessian matrix
Uses Software
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