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 Cornell University ^*  (United States)

^b Department of Molecular Biology and Genetics   (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.
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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.
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