A vector forward mode of automatic differentiation for generalized derivative evaluation

DOI10.1080/10556788.2015.1025400zbMath1329.49023OpenAlexW1783840476MaRDI QIDQ3458838

Paul I. Barton, Kamil A. Khan

Publication date: 28 December 2015

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

Full work available at URL: https://doi.org/10.1080/10556788.2015.1025400

zbMATH Keywords

nonlinear complementarity problemssemismooth Newton methodsClarke's generalized Jacobianpiecewise differentiable functionslexicographic derivativesforward AD mode

Mathematics Subject Classification ID

Newton-type methods (49M15) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical differentiation (65D25) Numerical methods for variational inequalities and related problems (65K15)

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