Automatic differentiation of algorithms

[摘要] We introduce the basic notions of automatic differentiation, describe some extensions which are of interest in the context of nonlinear optimization and give some illustrative examples. (C) 2000 Elsevier Science B.V. All rights reserved.

[发布日期] 2000-12-01

[关键词] adjoint programming;algorithm;automatic differentiation;checkpoints;error analysis;function approximation;implicit equations;interval analysis;nonlinear optimization;optimal control;parallelism;penalty functions;program transformation;variable momentum