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Volumn 2658, Issue , 2003, Pages 575-584

Markowitz-type heuristics for computing Jacobian matrices efficiently

Author keywords

[No Author keywords available]

Indexed keywords

MATRIX ALGEBRA;

EID: 35248871225     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-44862-4_61     Document Type: Article
Times cited : (12)

References (18)
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    • Optimal accumulation of Jacobians by elimination methods on the dual computational graph
    • to appear
    • Naumann, U.: Optimal accumulation of Jacobians by elimination methods on the dual computational graph. Mathematical Programming (2002) to appear.
    • (2002) Mathematical Programming
    • Naumann, U.1
  • 6
    • 0003319841 scopus 로고    scopus 로고
    • Evaluating Derivatives. Principles and Techniques of Algorithmic Differentiation
    • SIAM, Philadelphia
    • Griewank, A.: Evaluating Derivatives. Principles and Techniques of Algorithmic Differentiation. Number 19 in Frontiers in Applied Mathematics. SIAM, Philadelphia (2000)
    • (2000) Frontiers in Applied Mathematics , Issue.19
    • Griewank, A.1
  • 10
    • 21044435907 scopus 로고
    • A note on the NP-completeness of vertex elimination on directed graphs
    • Gilbert, J.: A note on the NP-completeness of vertex elimination on directed graphs. J. Alg. Disc. Meth. 1 (1980) 292-294
    • (1980) J. Alg. Disc. Meth. , vol.1 , pp. 292-294
    • Gilbert, J.1
  • 11
    • 0001435054 scopus 로고
    • Algorithmic aspects of vertex elimination on directed graphs
    • Rose, D., Tarjan, R.: Algorithmic aspects of vertex elimination on directed graphs. J. Appl. Math. 34 (1978) 176-197
    • (1978) J. Appl. Math. , vol.34 , pp. 176-197
    • Rose, D.1    Tarjan, R.2
  • 12
    • 0042762120 scopus 로고    scopus 로고
    • An enhanced Markowitz rule for accumulating Jacobians efficiently
    • Mikula, K., ed.: Slovak University of Technology, Bratislava, Slovakia
    • Naumann, U.: An enhanced Markowitz rule for accumulating Jacobians efficiently. In Mikula, K., ed.: ALGORITHMY'2000 Conference on Scientific Computing, Slovak University of Technology, Bratislava, Slovakia (2000) 320-329
    • (2000) ALGORITHMY'2000 Conference on Scientific Computing , pp. 320-329
    • Naumann, U.1
  • 13
    • 84886843523 scopus 로고    scopus 로고
    • Performance issues for vertex elimination methods in computing Jacobians using Automatic Differentiation
    • Proceedings of the ICCS 2000 Conference
    • Tadjouddine, M., Forth, S., Pryce, J., Reid, J.: Performance issues for vertex elimination methods in computing Jacobians using Automatic Differentiation. In: Proceedings of the ICCS 2000 Conference. Volume 2330 of Springer LNCS. (2002) 1077-1086
    • (2002) Springer LNCS , vol.2330 , pp. 1077-1086
    • Tadjouddine, M.1    Forth, S.2    Pryce, J.3    Reid, J.4
  • 14
    • 2942757053 scopus 로고
    • Approximating Riemann solvers, parameter vectors, and difference schemes
    • Roe, P.: Approximating Riemann solvers, parameter vectors, and difference schemes. J. Comp. Physics (1981) 357-372
    • (1981) J. Comp. Physics , pp. 357-372
    • Roe, P.1
  • 17
    • 84937427209 scopus 로고    scopus 로고
    • Prospects for simulated annealing in automatic differentiation
    • Steinhofel, K., ed.: SAGA 2002 - Stochastic Algorithms, Foundations and Applications. Springer, Berlin
    • Naumann, U., Gottschling, P.: Prospects for simulated annealing in automatic differentiation. In Steinhofel, K., ed.: SAGA 2002 - Stochastic Algorithms, Foundations and Applications. Volume 2264 of LNCS., Springer, Berlin (2001) 131-144
    • (2001) LNCS , vol.2264 , pp. 131-144
    • Naumann, U.1    Gottschling, P.2
  • 18
    • 84879072150 scopus 로고    scopus 로고
    • On logarithmic simulated annealing
    • van Leeuwen, J., Watanabe, O., Hagiya, M., Mosses, P., eds.: Proc. IFIP International Conference on Theoretical Computer Science. Springer
    • Albrecht, A., Wong, C.: On logarithmic simulated annealing. In van Leeuwen, J., Watanabe, O., Hagiya, M., Mosses, P., eds.: Proc. IFIP International Conference on Theoretical Computer Science. LNCS, Springer (2000)
    • (2000) LNCS
    • Albrecht, A.1    Wong, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.