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Automatic differentiation tools in optimization software.


DE2001775260

Publication Date 2001
Personal Author More, J. J.
Page Count 13
Abstract The authors discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our discussion centers on the computation of the gradient and Hessian matrix for partially separable functions and shows that the gradient and Hessian matrix can be computed with guaranteed bounds in time and memory requirements.
Keywords
  • Optimization
  • Computerized simulation
  • Computer codes
  • Automation
  • Nonlinear problems
  • Automatic differentiation tools
Source Agency
  • Technical Information Center Oak Ridge Tennessee
NTIS Subject Category
  • 62B - Computer Software
Corporate Authors Argonne National Lab., IL.; Department of Energy, Washington, DC.
Supplemental Notes bad image file
Document Type Conference Proceedings
NTIS Issue Number 200124
Contract Number
  • W-31109-ENG-38
Automatic differentiation tools in optimization software.
Automatic differentiation tools in optimization software.
DE2001775260

  • Optimization
  • Computerized simulation
  • Computer codes
  • Automation
  • Nonlinear problems
  • Automatic differentiation tools
  • Technical Information Center Oak Ridge Tennessee
  • 62B - Computer Software
  • W-31109-ENG-38
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