Automatic Differentiation of Algorithms: From Simulation to Optimization

Automatic Differentiation (AD) is a maturing computational technology and 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 quickly generate derivative-enhanced versions of their...

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Bibliographic Details
Other Authors: Corliss, George (Editor), Faure, Christele (Editor), Griewank, Andreas (Editor), Hascoet, Laurent (Editor)
Format: Electronic eBook
Language:English
Published: New York, NY Springer New York 2002
Edition:1st ed. 2002
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Online Access:UBY01
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Summary:Automatic Differentiation (AD) is a maturing computational technology and 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 quickly 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. The book covers all aspects of the subject: mathematics, scientific programming (i.e., use of adjoints in optimization) and implementation (i.e., memory management problems). A strong theme of the book is the relationships between AD tools and other software tools, such as compilers and parallelizers. A rich variety of significant applications are presented as well, including optimum-shape design problems, for which AD offers more efficient tools and techniques
Physical Description:1 Online-Ressource (XXVII, 432 p. 84 illus)
ISBN:9781461300755
DOI:10.1007/978-1-4613-0075-5

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