Efficient approximation of Jacobians and Hessians via graph coloring techniques

• Grant number: 07/02887-1
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: October 01, 2007
• End date: September 30, 2008
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Margarida Pinheiro Mello
• Grantee: Robert Mansel Gower
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

The approximation of sparse Jacobians and Hessians may take up an important share of computation effort in the numerical solution of optimization problems. Graph modeling and coloring techniques are employed to make the calculation more efficient. (AU)