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Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization
ArticleAbstract: This paper presents a minimization method for Lipschitz continuous, piecewise smooth objective functPalabras claves:90C26, 90C30, 90C47, Algorithmic differentiation, Nonsmooth optimization, Piecewise linearization, Robust optimizationAutores:Andreas Griewank, Fiege S., Kulshreshtha K., Walther A.Fuentes:scopusOn the numerical stability of algorithmic differentiation
Conference ObjectAbstract: In contrast to integration, the differentiation of a function is an ill-conditioned process, if onlyPalabras claves:Automatic differentiation, Forward-backward stability, IEEE arithmetic, Rounding error estimates, Ultimate roundingAutores:Andreas Griewank, Kulshreshtha K., Walther A.Fuentes:scopus