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Computing(1)
ECCOMAS 2004 - European Congress on Computational Methods in Applied Sciences and Engineering(1)
Mathematical Programming(1)
Optimization Methods and Software(1)
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scopus(4)
ADOL-C: Computing higher-order derivatives and sparsity pattern for functions written in C/C++
Conference ObjectAbstract: This paper presents ADOL-C, a software package for the Automatic Differentiation of C and C++ codes.Palabras claves:Automatic differentiation, Forward mode, Higher-order derivatives, Reverse mode, Sparsity detectionAutores:Andreas Griewank, Walther A.Fuentes:scopusOn the local convergence of adjoint Broyden methods
ArticleAbstract: The numerical solution of nonlinear equation systems is often achieved by so-called quasi-Newton metPalabras claves:Adjoint based update, Automatic differentiation, nonlinear equations, Quasi-Newton methodsAutores:Andreas Griewank, Schlenkrich S., 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:scopusOptimal r-order of an adjoint Broyden method without the assumption of linearly independent steps
ArticleAbstract: Quasi-Newton methods based on least change secant updating formulas that solve linear equations Ax=bPalabras claves:Adjoint-based update, Automatic differentiation, nonlinear equations, Quasi-Newton methods, R-orderAutores:Andreas Griewank, Schlenkrich S., Walther A.Fuentes:scopus