Efficient computation of structured gradients using automatic differentiation

SIAM Journal on Scientific Computing

Volumn 20, Issue 4, 1999, Pages 1430-1437

  Coleman, Thomas F ^a   Jonsson, Gudbjorn F ^b  

^a School of Operations Research and Information Engineering   (United States)

^b NONE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

AUTOMATIC DIFFERENTIATION; COMPUTATIONAL DIFFERENTIATION; FAST GRADIENT COMPUTATION; STRUCTURED GRADIENTS;

C (PROGRAMMING LANGUAGE); COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; FORTRAN (PROGRAMMING LANGUAGE); FOURIER TRANSFORMS; FUNCTION EVALUATION; GRAPH THEORY; INTERPOLATION; INVERSE PROBLEMS; MATRIX ALGEBRA; OPTIMIZATION; PROBLEM SOLVING;

DIFFERENTIATION (CALCULUS);

EID: 0033279618     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827597320794     Document Type: Article

References (8)

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2. C. H. BISCHOF, A. BOUARICHA, P. M. KHADEMI, AND J. J. MORÉ, Computing gradients in large-scale optimization using automatic differentiation, INFORMS J. Comput., 9 (1997), pp. 185-194.
3. T. F. COLEMAN AND A. VERMA, The efficient computation of sparse Jacobian matrices using automatic differentiation, SIAM J. Sci. Comput, 19 (1998), pp. 1210-1233.
4. T. F. COLEMAN AND A. VERMA, Structure and efficient Jacobian calculation, in Computational Differentiation: Techniques, Applications, and Tools, M. Berz, C. Bischof, G. Corliss, and A. Griewank, eds., SIAM, Philadelphia, PA, 1996, pp. 149-159.
5. T. F. COLEMAN AND A. VERMA, ADMIT-1: Automatic Differentiation and MATLAB Interface Toolbox, Tech. Rep. CTC97TR271, Theory Center, Cornell University, Ithaca, NY, 1997.
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7. A. GRIEWANK, D. JUEDES, AND J. UTKE, ADOL-C: A package for the automatic differentiation of algorithms written in C/C++, ACM Trans. Math. Software, 22 (1996), pp. 131-167.
8. A. GRIEWANK, Achieving logaritmic growth of temporal and spatial complexity in reverse automatic differentiation, Optim. Methods Softw., 1 (1992), pp. 35-54.