Randomized heuristics for exploiting Jacobian scarcity

DOI10.1080/10556788.2011.577774MaRDI QIDQ2885477zbMATH OpenOpenAlexFDO

Authors Andrew Lyons, Ilya Safro, Jean Utke

Publication date 23 May 2012

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://drops.dagstuhl.de/opus/volltexte/2009/2086/

zbMATH Keywords

automatic differentiationedge eliminationpreaccumulationscarcity

Mathematics Subject Classification ID

Random walks on graphs (05C81) Theory of compilers and interpreters (68N20) Randomized algorithms (68W20) Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• A mathematical view of automatic differentiation
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• Optimization by simulated annealing

Cited in

(4)

• Markowitz-Type Heuristics for Computing Jacobian Matrices Efficiently
• On the practical exploitation of scarsity
• scientific article; zbMATH DE number 2152997 (Why is no real title available?)
• Cheaper Jacobians by Simulated Annealing

Describes a project that uses

Uses Software

• OpenAD/F

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