Piecewise linear secant approximation via algorithmic piecewise differentiation

DOI10.1080/10556788.2017.1387256zbMath1408.90322arXiv1701.04368OpenAlexW2964280766MaRDI QIDQ4685600

Andreas Griewank, Tom Streubel, Manuel Radons, Lutz Lehmann, Richard Hasenfelder

Publication date: 9 October 2018

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

Full work available at URL: https://arxiv.org/abs/1701.04368

zbMATH Keywords

automatic differentiationLipschitz continuitygeneralized Hermite interpolationgeneralized Newton's methodADOL-Cstable piecewise linearization

Mathematics Subject Classification ID

Methods of quasi-Newton type (90C53)

Related Items

On the abs-polynomial expansion of piecewise smooth functions, Nonsmooth Kantorovich-Newton methods: hypotheses and auxiliary problems

Uses Software

• ADOL-C
• Boost C++ Libraries
• Boost

Cites Work

• Direct solution of piecewise linear systems
• Fast and parallel interval arithmetic
• Solving piecewise linear systems in ABS-normal form
• On stable piecewise linearization and generalized algorithmic differentiation
• Introduction to Piecewise Differentiable Equations
• Evaluating Derivatives
• Optimization and nonsmooth analysis
• Unnamed Item