On stable piecewise linearization and generalized algorithmic differentiation

Optimization Methods and Software

Volumn 28, Issue 6, 2013, Pages 1139-1178

  Griewank, Andreas ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

ADOL C; automatic differentiation; Bouligand derivative; bundle methods; coherent orientation; computational graph; conical activity; directional derivative; generalized gradients and Jacobians; Lipschitz continuity; midpoint method; piecewise differentiability; piecewise Newton; trapezoidal rule

Indexed keywords

ADOL-C; AUTOMATIC DIFFERENTIATIONS; BOULIGAND DERIVATIVE; BUNDLE METHODS; COMPUTATIONAL GRAPH; DIFFERENTIABILITY; DIRECTIONAL DERIVATIVE; JACOBIANS; LIPSCHITZ CONTINUITY; MIDPOINT METHOD; PIECE-WISE; TRAPEZOIDAL RULES;

ORDINARY DIFFERENTIAL EQUATIONS; PIECEWISE LINEAR TECHNIQUES;

LINEARIZATION;

EID: 84886288538     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556788.2013.796683     Document Type: Article

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