Computing the sparsity pattern of Hessians using automatic differentiation

DOI10.1145/2490254zbMath1305.65101OpenAlexW2156953225WikidataQ113310334 ScholiaQ113310334MaRDI QIDQ5498686

Robert M. Gower, Margarida Pinheiro 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

zbMATH Keywords

automatic differentiationsecond-order derivativesHessian matrixsparsity patterns

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Numerical differentiation (65D25)

Related Items

Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation ⋮ On efficient Hessian computation using the edge pushing algorithm in Julia

Uses Software

• ADOL-C
• revolve
• AMPL
• CUTEr
• ve08
• hess_pat
• edge_push_sp
• CUTE

Cites Work

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• Test example for nonlinear programming codes
• A new framework for the computation of Hessians
• Efficient Computation of Sparse Hessians Using Coloring and Automatic Differentiation
• On the Efficient Computation of Sparsity Patterns for Hessians
• Evaluating Derivatives
• Computing sparse Hessians with automatic differentiation
• Automatic Hessians by reverse accumulation
• Algorithm 755: ADOL-C
• CUTE
• Algorithm 799: revolve
• What Color Is Your Jacobian? Graph Coloring for Computing Derivatives