Computing Gradients in Large-Scale Optimization Using Automatic Differentiation

  title={Computing Gradients in Large-Scale Optimization Using Automatic Differentiation},
  author={Christian H. Bischof and Ali Bouaricha and Peyvand M. Khademi and Jorge J. Mor{\'e}},
  journal={INFORMS Journal on Computing},
The accurate and eecient computation of gradients for partially separable functions is central to the solution of large-scale optimization problems, since these functions are ubiquitous in large-scale problems. We describe two approaches for computing gradients of partially separable functions via automatic diierentiation. In our experiments we employ the ADIFOR (Automatic Diierentiation of Fortran) tool and the SparsLinC (Sparse Linear Combination) library. We use applications from the MINPACK… CONTINUE READING
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