Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation
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Publication:1694294
DOI10.1007/s12532-016-0100-3zbMath1391.90582OpenAlexW2495329635MaRDI QIDQ1694294
Alex Pothen, Mu Wang, Assefaw Hadish Gebremedhin
Publication date: 1 February 2018
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-016-0100-3
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Related Items (4)
On efficient Hessian computation using the edge pushing algorithm in Julia ⋮ Unnamed Item ⋮ Livarh ⋮ Livarhacc
Uses Software
Cites Work
- The polyadic structure of factorable function tensors with applications to high-order minimization techniques
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- On the Efficient Computation of Sparsity Patterns for Hessians
- ColPack
- The Art of Differentiating Computer Programs
- New Acyclic and Star Coloring Algorithms with Application to Computing Hessians
- Evaluating Derivatives
- Computing sparse Hessians with automatic differentiation
- Estimation of sparse hessian matrices and graph coloring problems
- Automatic Hessians by reverse accumulation
- Algorithm 755: ADOL-C
- The Cyclic Coloring Problem and Estimation of Sparse Hessian Matrices
- Computing the sparsity pattern of Hessians using automatic differentiation
- Higher-order reverse automatic differentiation with emphasis on the third-order
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