Automatic Differentiation of Algorithms

Bartholomew-Biggs, M., Brown, S., Christianson, B. and Dixon, L. (2000) Automatic Differentiation of Algorithms. Journal of Computational and Applied Mathematics, 124 (1-2). pp. 171-190. ISSN 0377-0427
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We introduce the basic notions of Automatic Differentiation, describe some extensions which are of interest in the context of nonlinear optimization and give some illustrative examples.


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