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Optimization Methods and Software(2)
Computational Optimization and Applications(1)
International Series of Numerical Mathematics(1)
Mathematics of Computation(1)
Recent Advances in Optimization and its Applications in Engineering(1)
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Análisis numérico(1)
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scopus(6)
Automatic evaluations of cross-derivatives
ArticleAbstract: Cross-derivatives are mixed partial derivatives involving at most one differentiation in each one ofPalabras claves:Autores:Andreas Griewank, Lehmann L., Leovey H., Zilberman M.Fuentes:scopusAdaptive sequencing of primal, dual, and design steps in simulation based optimization
ArticleAbstract: Many researchers have used Oneshot optimization methods based on user-specified primal state iteratiPalabras claves:Algorithmic differentiation, Bounded retardation factor, Convergence rates, Eigenvalue analysis, Multistep Oneshot, Optimization, PDE constraint, Preconditioning matrices, Second order sufficiency conditionsAutores:Andreas Griewank, Bosse T., Lehmann L.Fuentes:scopusOn hessian- and jacobian-free SQP methods - A total quasi-Newton scheme with compact storage
Book PartAbstract: In this paper we describe several modifications to reduce the memory requirement of the total quasi-Palabras claves:Algorithmic differentiation, BFGS, Compact representation (with damping), Limited-memory, NLP, Symmetric rank-one update, Total quasi-Newton methodAutores:Andreas Griewank, Bosse T., Lehmann L., Schlohauer V.Fuentes:scopusOptimal design with bounded retardation for problems with non-separable adjoints
Book PartAbstract: In the natural and enginiering sciences numerous sophisticated simulation models involving PDEs havePalabras claves:Automatic differentiation, Fixed-point solver, Numerics, One-shot, Optimization, PDE, Piggyback, Retardation factor, SimulationAutores:Andreas Griewank, Bosse T., Gauger N.R., Günther S., Kaland L., Kratzenstein C., Lehmann L., Nemili A., Özkaya E., Slawig T.Fuentes:scopusIntegrating Lipschitzian dynamical systems using piecewise algorithmic differentiation
ArticleAbstract: In this article we analyse a generalized trapezoidal rule for initial value problems with piecewisePalabras claves:65L05, 65L06, 65L70, 65L99, 65P10, Automatic differentiation, dense output, energy preservation, Lipschitz continuity, nonsmooth, Piecewise linearization, trapezoidal ruleAutores:Andreas Griewank, Hasenfelder R., Lehmann L., Radons M., Streubel T.Fuentes:scopusPiecewise linear secant approximation via algorithmic piecewise differentiation
ArticleAbstract: It is shown how piecewise differentiable functions F:ℝ n ↦ℝ m that are defined by evaluation programPalabras claves:49J52, 65D25, 65K10, ADOL-C, Automatic differentiation, generalized hermite interpolation, generalized Newton's method, Lipschitz continuity, stable piecewise linearizationAutores:Andreas Griewank, Hasenfelder R., Lehmann L., Radons M., Streubel T.Fuentes:scopus