Robust descent in differentiable optimization using automatic finite differences

DOI10.1080/10556780500151984zbMath1112.90079OpenAlexW2084382319MaRDI QIDQ3423594

Benoit Hamelin, Jean-Pierre Dussault

Publication date: 14 February 2007

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780500151984

zbMATH Keywords

unconstrained optimizationnumerical methodsautomatic differentiationtrust region methodshigh-precision computingline search procedures

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items

La différentiation automatique et son utilisation en optimisation, A note on robust descent in differentiable optimization

Uses Software

• Scilab
• ADIFOR
• ADMIT
• KELLEY
• ADMAT
• TADIFF
• minpack

Cites Work

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• Computational divided differencing and divided-difference arithmetics
• Algorithm 755: ADOL-C
• ADMIT-1