Automatic Differentiation of Algorithms PDF Download
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Author: George Corliss
Publisher: Springer Science & Business Media
ISBN: 1461300754
Category : Computers
Languages : en
Pages : 431
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Book Description
A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. The key objective is to survey the field and present the recent developments. In doing so the topics covered shed light on a variety of perspectives. They reflect the mathematical aspects, such as the differentiation of iterative processes, and the analysis of nonsmooth code. They cover the scientific programming aspects, such as the use of adjoints in optimization and the propagation of rounding errors. They also cover "implementation" problems.
Author: George Corliss
Publisher: Springer Science & Business Media
ISBN: 1461300754
Category : Computers
Languages : en
Pages : 431
Get Book Here
Book Description
A survey book focusing on the key relationships and synergies between automatic differentiation (AD) tools and other software tools, such as compilers and parallelizers, as well as their applications. The key objective is to survey the field and present the recent developments. In doing so the topics covered shed light on a variety of perspectives. They reflect the mathematical aspects, such as the differentiation of iterative processes, and the analysis of nonsmooth code. They cover the scientific programming aspects, such as the use of adjoints in optimization and the propagation of rounding errors. They also cover "implementation" problems.
Author: Andrew R. Conn
Publisher: SIAM
ISBN: 0898716683
Category : Mathematics
Languages : en
Pages : 276
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Book Description
The first contemporary comprehensive treatment of optimization without derivatives. This text explains how sampling and model techniques are used in derivative-free methods and how they are designed to solve optimization problems. It is designed to be readily accessible to both researchers and those with a modest background in computational mathematics.
Author: Donald R. Smith
Publisher: Courier Corporation
ISBN: 9780486404554
Category : Mathematics
Languages : en
Pages : 406
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Book Description
Highly readable text elucidates applications of the chain rule of differentiation, integration by parts, parametric curves, line integrals, double integrals, and elementary differential equations. 1974 edition.
Author: Lorenz T. Biegler
Publisher: Springer Science & Business Media
ISBN: 364255508X
Category : Mathematics
Languages : en
Pages : 347
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Book Description
Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.
Author: Dorin Bucur
Publisher: Springer Science & Business Media
ISBN: 0817644032
Category : Mathematics
Languages : en
Pages : 218
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Book Description
Shape optimization problems are treated from the classical and modern perspectives Targets a broad audience of graduate students in pure and applied mathematics, as well as engineers requiring a solid mathematical basis for the solution of practical problems Requires only a standard knowledge in the calculus of variations, differential equations, and functional analysis Driven by several good examples and illustrations Poses some open questions.
Author: Andreas Griewank
Publisher: SIAM
ISBN: 0898716594
Category : Mathematics
Languages : en
Pages : 448
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Book Description
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
Author: Christian H. Bischof
Publisher: Springer Science & Business Media
ISBN: 3540689427
Category : Computers
Languages : en
Pages : 366
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Book Description
The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began in Breckenridge, USA, in 1991 and continued in Santa Fe, USA, in 1996, Nice, France, in 2000 and Chicago, USA, in 2004. The 31 papers included in these proceedings re?ect the state of the art in automatic differentiation (AD) with respect to theory, applications, and tool development. Overall, 53 authors from institutions in 9 countries contributed, demonstrating the worldwide acceptance of AD technology in computational science. Recently it was shown that the problem underlying AD is indeed NP-hard, f- mally proving the inherently challenging nature of this technology. So, most likely, no deterministic “silver bullet” polynomial algorithm can be devised that delivers optimum performance for general codes. In this context, the exploitation of doma- speci?c structural information is a driving issue in advancing practical AD tool and algorithm development. This trend is prominently re?ected in many of the pub- cations in this volume, not only in a better understanding of the interplay of AD and certain mathematical paradigms, but in particular in the use of hierarchical AD approaches that judiciously employ general AD techniques in application-speci?c - gorithmic harnesses. In this context, the understanding of structures such as sparsity of derivatives, or generalizations of this concept like scarcity, plays a critical role, in particular for higher derivative computations.
Author: M. C. Delfour
Publisher: SIAM
ISBN: 0898719364
Category : Mathematics
Languages : en
Pages : 637
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Book Description
Presents the latest groundbreaking theoretical foundation to shape optimization in a form accessible to mathematicians, scientists and engineers.
Author: Suvrit Sra
Publisher: MIT Press
ISBN: 026201646X
Category : Computers
Languages : en
Pages : 509
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Book Description
An up-to-date account of the interplay between optimization and machine learning, accessible to students and researchers in both communities. The interplay between optimization and machine learning is one of the most important developments in modern computational science. Optimization formulations and methods are proving to be vital in designing algorithms to extract essential knowledge from huge volumes of data. Machine learning, however, is not simply a consumer of optimization technology but a rapidly evolving field that is itself generating new optimization ideas. This book captures the state of the art of the interaction between optimization and machine learning in a way that is accessible to researchers in both fields. Optimization approaches have enjoyed prominence in machine learning because of their wide applicability and attractive theoretical properties. The increasing complexity, size, and variety of today's machine learning models call for the reassessment of existing assumptions. This book starts the process of reassessment. It describes the resurgence in novel contexts of established frameworks such as first-order methods, stochastic approximations, convex relaxations, interior-point methods, and proximal methods. It also devotes attention to newer themes such as regularized optimization, robust optimization, gradient and subgradient methods, splitting techniques, and second-order methods. Many of these techniques draw inspiration from other fields, including operations research, theoretical computer science, and subfields of optimization. The book will enrich the ongoing cross-fertilization between the machine learning community and these other fields, and within the broader optimization community.
Author: Arak M Mathai
Publisher: World Scientific
ISBN: 9813227540
Category : Mathematics
Languages : en
Pages : 291
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Book Description
Fractional calculus in terms of mathematics and statistics and its applications to problems in natural sciences is NOT yet part of university teaching curricula. This book is one attempt to provide an approach to include topics of fractional calculus into university curricula. Additionally the material is useful for people who do research work in the areas of special functions, fractional calculus, applications of fractional calculus, and mathematical statistics.
