Higher-order reverse automatic differentiation with emphasis on the third-order

DOI10.1007/s10107-014-0827-4zbMath1332.65034arXiv1309.5479OpenAlexW2071726791MaRDI QIDQ5962714

Robert M. Gower, A. L. Gower

Publication date: 23 February 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5479

zbMATH Keywords

sensitivity analysisautomatic differentiationhigh-order methodsHessian matrixtensors vector products

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical differentiation (65D25) Multilinear algebra, tensor calculus (15A69) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items (1)

Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation

Uses Software

• ADOL-C
• CUTEr
• ColPack
• dcc
• CUTE

Cites Work

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