Automatic differentiation of algorithms: from simulation to optimization

  • Authors:
  • George Corliss;Christèle Faure;Andreas Griewank;Lauren Hascoët;Uwe Naumann

  • Affiliations:
  • Marquette Univ., Milwaukee, WI;PolySpace Technologies, Montrouge, France;Technical Univ. Dresden, Dresden, Germany;INRIA, Sophia Antipolis, France;Univ. of Hertfordshire, Hatfield, Hertfordshire, UK

  • Venue:
  • Automatic differentiation of algorithms: from simulation to optimization
  • Year:
  • 2000

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Abstract

Automatic Differentiation (AD) is a maturing computational technology. It has become a mainstream tool used by practicing scientists and computer engineers. The rapid advance of hardware computing power and AD tools has enabled practitioners to generate derivative enhanced versions of their code for a broad range of applications in applied research and development. Automatic Differentiation of Algorithms provides a comprehensive and authoritative survey of all recent developments, new techniques, and tools for AD use.