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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:scopusA first look at quasi-Monte Carlo for lattice field theory problems
Conference ObjectAbstract: In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to laPalabras claves:Autores:Andreas Griewank, Jansen K., Leovey H., Müller-Preussker M., Nube A.Fuentes:scopusCubic overestimation and secant updating for unconstrained optimization of C <sup>2, 1</sup> functions
ArticleAbstract: The discrepancy between an objective function f and its local quadratic model f(x)+ f(x) s+s H(x) s/Palabras claves:compromise update, cubic overestimation, eigenvalue decomposition, Quasi-Newton, unconstrained optimizationAutores:Andreas Griewank, Bosse T., Fischer J.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:scopusEfficient accurate numerical treatment of the modified Burgers' equation
ArticleAbstract: In this article, we propose a non-polynomial spline-based method to obtain numerical solutions of thPalabras claves:accuracy, Non-linear modified Burgers' equation, Non-polynomial spline, Von Neumann stabilityAutores:Andreas Griewank, El-Danaf T.S.Fuentes:scopusNonsmooth optimization by successive abs-linearization in function spaces
ArticleAbstract: We present and analyze the solution of nonsmooth optimization problems by a quadratic overestimationPalabras claves:Abs-linearization, first-order minimality, Jen-Chih Yao, quadratic overestimation methodAutores:Andreas Griewank, Schmidt S., Walther A., Weiß O.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:scopusPartitioned variable metric updates for large structured optimization problems
ArticleAbstract: This paper presents a minimization method based on the idea of partitioned updating of the Hessian mPalabras claves:Subject Classifications: AMS(MOS): 65H10, CR: 5.15Autores:Andreas Griewank, Toint P.Fuentes:scopusSOLUTION OF BOUNDARY VALUE PROBLEMS BY BROYDEN BASED SECANT METHODS.
Conference ObjectAbstract: All rapidly convergent methods for the solution of nonlinear equations require some derivative inforPalabras claves:Autores:Andreas GriewankFuentes:scopusPolyhedral DC decomposition and DCA optimization of piecewise linear functions
ArticleAbstract: For piecewise linear functions f: Rn→R we show how their abs-linear representation can be extended tPalabras claves:Abs-linearization, DC function, DCAAutores:Andreas Griewank, Walther A.Fuentes:scopus