| Title |
Automatic Differentiation Tools |
| Author(s) |
Boyana Norris |
| Abstract |
Automatic differentiation (AD) is a semantic transformation
that applies the rules of differential calculus to source code.
It thus transforms a computer program that computes a mathematical
function into a program that computes the function and its derivatives.
Derivatives play an important role in a variety of scientific
computing applications, including optimization, solution of nonlinear
equations, sensitivity analysis, and nonlinear inverse problems.
This talk will contain an introduction to automatic differentiation,
including a discussion of the forward and reverse modes for computing
derivatives and various performance-enhancing strategies. I will
also discuss the coupling of AD with numerical toolkits, such
as the Toolkit for Advanced Optimization, and the use of AD tools
in conjunction with NEOS solvers.
|
| |
.close window
|
|