Sensitivity analysis and design optimization through automatic differentiation

@inproceedings{Hovland2005SensitivityAA,
  title={Sensitivity analysis and design optimization through automatic differentiation},
  author={Paul D. Hovland and Boyana Norris and Michelle Mills Strout and Sanjukta Bhowmick and Jean Utke},
  year={2005}
}
Automatic, or algorithmic, differentiation (AD) is a technique for transforming a program or subprogram that can be interpreted as computing a mathematical function, including arbitrarily complex simulation codes, into one that computes the derivatives of that function. We describe the implementation and application of automatic differentiation tools. We highlight recent advances in the combinatorial algorithms and compiler technology that underlie successful implementation of automatic… CONTINUE READING