Prospects for Simulated Annealing Algorithms in Automatic Differentiation

  • Authors:
  • Uwe Naumann;Peter Gottschling

  • Affiliations:
  • -;-

  • Venue:
  • SAGA '01 Proceedings of the International Symposium on Stochastic Algorithms: Foundations and Applications
  • Year:
  • 2001

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Abstract

We present new ideas on how to make simulated annealing applicable to the combinatorial optimization problem of accumulating a Jacobian matrix of a given vector function using the minimal number of arithmetic operations. Building on vertex elimination in computational graphs we describe how simulated annealing can be used to find good approximations to the solution of this problem at a reasonable cost.