Evaluating derivatives: principles and techniques of algorithmic differentiation
Evaluating derivatives: principles and techniques of algorithmic differentiation
Automatic differentiation of algorithms: from simulation to optimization
Automatic differentiation of algorithms: from simulation to optimization
ICCS '02 Proceedings of the International Conference on Computational Science-Part II
Prospects for Simulated Annealing Algorithms in Automatic Differentiation
SAGA '01 Proceedings of the International Symposium on Stochastic Algorithms: Foundations and Applications
Optimal accumulation of Jacobian matrices by elimination methods on the dual computational graph
Mathematical Programming: Series A and B
Efficient reversal of the intraprocedural flow of control in adjoint computations
Journal of Systems and Software - Special issue: Selected papers from the 4th source code analysis and manipulation (SCAM 2004) workshop
OpenAD/F: A Modular Open-Source Tool for Automatic Differentiation of Fortran Codes
ACM Transactions on Mathematical Software (TOMS)
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We consider the problem of accumulating the Jacobian matrix of a nonlinear vector function by using a minimal number of arithmetic operations. Two new Markowitz-type heuristics are proposed for vertex elimination in linearized computational graphs, and their superiority over existing approaches is shown by several tests. Similar ideas are applied to derive new heuristics for edge elimination techniques. The well known superiority of edge over vertex elimination can be observed only partially for the heuristics discussed in this paper. Nevertheless, significant improvements can be achieved by the new heuristics both in terms of the quality of the results and their robustness with respect to different tiebreaking criteria.