Computing gradients in large-scale optimization using automatic differentiation

INFORMS Journal on Computing

Volumn 9, Issue 2, 1997, Pages 185-194

  Bischof, Christian H ^a   Bouaricha, Ali ^a   Khademi, Peyvand M ^a   Moré, Jorge J ^a  

^a ARGONNE NATIONAL LABORATORY   (United States)

Author keywords

Computation of gradients; Numerical analysis; Optimization

Indexed keywords

EID: 0006910070     PISSN: 10919856     EISSN: None     Source Type: Journal    
DOI: 10.1287/ijoc.9.2.185     Document Type: Article

References (6)

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2. B. AVERICK and J. MORÉ, 1994. Evaluation of Large-Scale Optimization Problems on Vector and Parallel Architectures, SIAM Journal on Optimization 4, 708-721.
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5. C. BISCHOF, A. CARLE, and P. KHADEML 1994. Fortran 77 Interface Specification to the SparsLinC Library. Technical Report ANL/MCS-TM-196, Mathematics and Computer Science Division, Argonne National Laboratory.
6. C. BISCHOF, A. CARLE, P. KHADEML and A. MAUER, 1996. The ADIFOR 2.0 System for the Automatic Differentiation of Fortran 77 Programs, Preprint MCS-P481-1194, Mathematics and Computer Science Division, Argonne National Laboratory, and CRPC-TR94491, Center for Research on Parallel Computation, Rice University, IEEE Computational Science & Engineering 3(3), 18-32.