Automatic differentiation of algorithms
Abstract
We introduce the basic notions of automatic differentiation, describe some extensions which are of interest in the context of nonlinear optimization and give some illustrative examples.
- Publication:
-
Journal of Computational and Applied Mathematics
- Pub Date:
- December 2000
- DOI:
- 10.1016/S0377-0427(00)00422-2
- Bibcode:
- 2000JCoAM.124..171B
- Keywords:
-
- Adjoint programming;
- Algorithm;
- Automatic differentiation;
- Checkpoints;
- Error analysis;
- Function approximation;
- Implicit equations;
- Interval analysis;
- Nonlinear optimization;
- Optimal control;
- Parallelism;
- Penalty functions;
- Program transformation;
- Variable momentum