| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Edinburgh, Maxwell Inst Math Sci, Edinburgh EH8 9YL, Midlothian - Scotland
[2] Univ Estadual Campinas, Campinas, SP - Brazil
Total Affiliations: 2
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| Document type: | Journal article |
| Source: | ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE; v. 40, n. 2 FEB 2014. |
| Web of Science Citations: | 3 |
| Abstract | |
We compare two methods that calculate the sparsity pattern of Hessian matrices using the computational framework of automatic differentiation. The first method is a forward-mode algorithm by Andrea Walther in 2008 which has been implemented as the driver called hess\_pat in the automatic differentiation package ADOL-C. The second is edge\_push\_sp, a new reverse mode algorithm descended from the edge pushing algorithm for calculating Hessians by Gower and Mello in 2012. We present complexity analysis and perform numerical tests for both algorithms. The results show that the new reverse algorithm is very promising. (AU) | |
| FAPESP's process: | 06/53768-0 - Computational methods of optimization |
| Grantee: | José Mário Martinez Perez |
| Support Opportunities: | Research Projects - Thematic Grants |
| FAPESP's process: | 09/04785-7 - Automatic differentiation of Hessian matrices |
| Grantee: | Robert Mansel Gower |
| Support Opportunities: | Scholarships in Brazil - Master |