Automatic Differentiation of Algorithms

M. Bartholomew-Biggs, S. Brown, B. Christianson, L. Dixon

    Research output: Contribution to journalArticlepeer-review

    101 Citations (Scopus)
    69 Downloads (Pure)

    Abstract

    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.
    Original languageEnglish
    Pages (from-to)171-190
    JournalJournal of Computational and Applied Mathematics
    Volume124
    Issue number1-2
    DOIs
    Publication statusPublished - 2000

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