Algorithm 755: ADOL-C
From MaRDI portal
Publication:4371091
DOI10.1145/229473.229474zbMath0884.65015OpenAlexW1994309501WikidataQ57389676 ScholiaQ57389676MaRDI QIDQ4371091
Jean Utke, Andreas Griewank, David W. Juedes
Publication date: 12 March 1998
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1996-22/
automatic differentiationchain ruleTaylor coefficientsgradientsoverloadingforward modeHessiansreverse modeC++ package ADOL-Cderivatives of vector functions
Software, source code, etc. for problems pertaining to real functions (26-04) Numerical differentiation (65D25) Packaged methods for numerical algorithms (65Y15)
Related Items
Surveillance of the covariance matrix of multivariate nonlinear time series, The \texttt{deal.II} library, version 9.5, Unnamed Item, TIME-PARALLEL COMPUTATION OF PSEUDO-ADJOINTS FOR A LEAPFROG SCHEME, Optimal control of fluid force around a circular cylinder located in incompressible viscous flow using automatic differentiation, Higher-order reverse automatic differentiation with emphasis on the third-order, Computing the sparsity pattern of Hessians using automatic differentiation, Fast Reverse-Mode Automatic Differentiation using Expression Templates in C++, Compressed vibration modes of elastic bodies, A new exclusion test., Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems, On higher-order differentiation in nonlinear mechanics, AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models, Goal-oriented uncertainty propagation using stochastic adjoints, Coloring Jacobians revisited: a new algorithm for star and~acyclic bicoloring, Algorithmic differentiation techniques for global optimization in the COCONUT environment, A first-order convergence analysis of trust-region methods with inexact Jacobians and inequality constraints, Computing multiple turning points by using simple extended systems and computational differentiation, Algorithmic differentiation of hyperbolic flow problems, An extension of shape sensitivity analysis to an immersed boundary method based on Cartesian grids, Aerodynamic shape optimization using first and second order adjoint and direct approaches, Determination of Hydrological Model Parameters by Newton Method, Modular global optimisation in chemical engineering, POD Model Order Reduction of Electrical Networks with Semiconductors Modeled by the Transient Drift–Diffusion Equations, Higher-order automatic differentiation of mathematical functions, On the local convergence of adjoint Broyden methods, The independent set perturbation method for efficient computation of sensitivities with applications to data assimilation and a finite element shallow water model, When and how to split? A comparison of two IMEX splitting techniques for solving advection-diffusion-reaction equations, Floating-point arithmetic on the test bench. How are verified numerical solutions calculated?, Continuous adjoint methods for turbulent flows, applied to shape and topology optimization: industrial applications, Interactions between nonlinear programming and modeling systems, Interactive dynamic optimization server – connecting one modelling language with many solvers, On solving optimal control problems with higher index differential-algebraic equations, On solving the Troesch problem for large sensitivity parameter values using exact derivative evaluations, A generic framework for approximation analysis of greedy algorithms for star bicoloring, Solution Procedures for Maneuvering Multibody Dynamics Problems for Vehicle Models of Varying Complexity, Solving differential-algebraic equations by Taylor series. II: Computing the system Jacobian, The \texttt{deal.II} library, Version 9.3, Adjoint concepts for the optimal control of Burgers equation, Automatic differentiation of explicit Runge-Kutta methods for optimal control, A nilpotent algebra approach to Lagrangian mechanics and constrained motion, Optimized higher-order automatic differentiation for the Faddeeva function, On the efficient computation of high-order derivatives for implicitly defined functions, The \texttt{deal.II} library, version 9.4, Solution of third grade thin film flow using algorithmic differentiation, Efficient aerodynamic shape optimization by structure exploitation, Design of a nonlinear observer using automatic differentiation, Interval arithmetic using expression templates, template meta programming and the upcoming C++ standard, Capitalizing on \textit{live} variables: new algorithms for efficient Hessian computation via automatic differentiation, Automated Extension of Fixed Point PDE Solvers for Optimal Design with Bounded Retardation, An Hermite-Obreschkoff method for stiff high-index DAE, On the use of second-order derivatives and metamodel-based Monte Carlo method for uncertainty estimation in aerodynamics, A multi-objective approach to the design of low thrust space trajectories using optimal control, Landau: a language for dynamical systems with automatic differentiation, The deal.II library, version 9.2, A new class of root-finding methods in \({\mathbb {R}}^n\): the inexact tensor-free Chebyshev-Halley class, The \textsc{deal.II} finite element library: design, features, and insights, Parallel fluid flow control and optimisation with lattice Boltzmann methods and automatic differentiation, A generic approach for the solution of nonlinear residual equations. I: The Diamant toolbox, Computation of state and input trajectories for flat systems using automatic differentiation., IMAS. Integrated modeling and analysis system for the solution of optimal control problems, The deal.II library, version 9.0, Parameter estimation with a novel gradient-based optimization method for biological lattice-gas cellular automaton models, Global convergence of a general filter algorithm based on an efficiency condition of the step, A generic approach for the solution of nonlinear residual equations. III: Sensitivity computations, Efficient calculation of Jacobian and adjoint vector products in the wave propagational inverse problem using automatic differentiation, Global optimization using a synchronization of multiple search points autonomously driven by a chaotic dynamic model, A computationally efficient fixed point approach to dynamic structural demand estimation, CasADi: a software framework for nonlinear optimization and optimal control, Optimal Jacobian accumulation is NP-complete, Numerical solution of a third-order nonlinear boundary-value problem by automatic differentiation, Discrete mechanics and optimal control: An analysis, SmartMOBILE and its Applications to Guaranteed Modeling and Simulation of Mechanical Systems, Computation of multiple Lie derivatives by algorithmic differentiation, Numerical experiments with an inexact Jacobian trust-region algorithm, Model-based quantification of left ventricular diastolic function in critically ill patients with atrial fibrillation from routine data: a feasibility study, Nonlinear system identification employing automatic differentiation, Adjoint code generator, TaylUR, an arbitrary-order diagonal automatic differentiation package for Fortran 95, Review of options for structural design sensitivity analysis. I: Linear systems, Controller design for nonlinear multi-input – multi-output systems based on an algorithmic plant description, Consistent treatment of incompletely converged iterative linear solvers in reverse-mode algorithmic differentiation, How AD can help solve differential-algebraic equations, A usability case study of algorithmic differentiation tools on the ISSM ice sheet model, SIMPLE adjoint message passing, Convergence analysis and adaptive strategy for the certified quadrature over a set defined by inequalities, Application of techniques of computational differentiation to a cooling system, Evaluating higher derivative tensors by forward propagation of univariate Taylor series, Sensitivity computations in higher order continuation methods, Adjoint Code Design Patterns, Multiple Set Point Partially Reduced SQP Method for Optimal Control of PDE, Model selection and mixed-effects modeling of HIV infection dynamics, Global convergence of quasi-Newton methods based on adjoint Broyden updates, The many vacua of gauged extended supergravities, The deal.II library, Version 9.1, Algorithmic Differentiation of Numerical Methods, A semi-Lagrangian direct-interaction closure of the spectra of isotropic variable-density turbulence, On the implementation of automatic differentiation tools, FastDer++, efficient automatic differentiation for non-linear PDE solvers, On the discrete adjoints of adaptive time stepping algorithms, Automatic Differentiation of an Entire Design Chain for Aerodynamic Shape Optimization, Robust descent in differentiable optimization using automatic finite differences, Efficient calibration of the Hull White model, Solving differential-algebraic equations by Taylor series. I: Computing Taylor coefficients, I'm stuck! How to efficiently debug computational solid mechanics models so you can enjoy the beauty of simulations, Direct gear tooth contact analysis for hypoid bevel gears, On stable piecewise linearization and generalized algorithmic differentiation, Term Graphs for Computing Derivatives in Imperative Languages
Uses Software