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Characterizing and testing subdifferential regularity in piecewise smooth optimization
ArticleAbstract: Functions defined by evaluation programs involving smooth elementals and absolute values as well asPalabras claves:abs-normal form, Clarke generalized gradient, First-order-convexity, Linear independence kink qualification, Mangasarin–Fromovitz kink qualification, Mordukhovich subdifferential, Subdifferential regularityAutores:Andreas Griewank, Walther A.Fuentes:scopusADOL-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:scopusBeyond the oracle: Opportunities of piecewise differentiation
Book PartAbstract: For more than 30 years much of the research and development in nonsmooth optimization has been prediPalabras claves:Autores:Andreas Griewank, Walther A.Fuentes:scopusApplication of AD-based Quasi-Newton Methods to Stiff ODEs
ArticleAbstract: Systems of stiff ordinary differential equations (ODEs) can be integrated properly only by implicitPalabras claves:Adjoint-based update, ADOL-C, Quasi-Newton, Scaling invariance, Stiff ODEAutores:Andreas Griewank, Schlenkrich S., Walther A.Fuentes:scopusAlgorithm 799: Revolve: An implementation of checkpointing for the reverse or adjoint mode of computational differentiation
ArticleAbstract: In its basic form, the reverse mode of computational differentiation yields the gradient of a scalarPalabras claves:Adjoint mode, algorithms, Checkpointing, Computational differentiation, Reverse modeAutores:Andreas Griewank, Walther A.Fuentes:scopusAlgorithmic 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:scopusAn algorithm for nonsmooth optimization by successive piecewise linearization
ArticleAbstract: We present an optimization method for Lipschitz continuous, piecewise smooth (PS) objective functionPalabras claves:abs-normal form, Algorithmic differentiation, Clarke stationary, Nonsmooth optimization, Piecewise smoothnessAutores:Andreas Griewank, Fiege S., Walther A.Fuentes:scopusMaintaining factorized KKT systems subject to rank-one updates of Hessians and Jacobians
ArticleAbstract: For use in a total quasi-Newton NLP code [Griewank, A. and Walther, A., 2002, On constrained optimizPalabras claves:KKT Matrix, Low-rank update, Nullspace method, QR factorization, Reduced Hessian, Total quasi-NewtonAutores:Andreas Griewank, Korzec M., Walther A.Fuentes:scopusEvaluating higher derivative tensors by forward propagation of univariate Taylor series
ReviewAbstract: This article considers the problem of evaluating all pure and mixed partial derivatives of some vectPalabras claves:Computational differentiation, Higher order derivativesAutores:Andreas Griewank, Utke J., Walther A.Fuentes:scopusHigher derivative tensors from univariate Taylor series with comparison to Maple on an engineering problem
ReviewAbstract: We consider the problem of evaluating partial derivatives of a vector function defined by a computerPalabras claves:Autores:Andreas Griewank, Vogel O., Walther A.Fuentes:scopus