The Efficient Computation of Structured Gradients using Automatic Differentiation

DOI10.1137/S1064827597320794MaRDI QIDQ4253070zbMATH OpenFDO

Authors Thomas F. Coleman, Gudbjorn F. Jonsson

Publication date 24 June 1999

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1064827597320794

zbMATH Keywords

automatic differentiationcomputational differentiationgradientsinverse problemsoptimizationstructured numerical programs

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical mathematical programming methods (65K05) Packaged methods for numerical algorithms (65Y15) Symbolic computation and algebraic computation (68W30) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

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(12)

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• Computing the sparsity pattern of Hessians using automatic differentiation
• Automatic differentiation: Parallel computation of function, gradient, and Hessian matrix

Describes a project that uses

Uses Software

• ADOL-C
• ADIFOR
• ADMIT

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