BibTeX
@INCOLLECTION{
More2002ADT,
author = "Jorge J. Mor{\'e}",
title = "Automatic Differentiation Tools in Optimization Software",
pages = "25--34",
chapter = "2",
crossref = "Corliss2002ADo",
booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
year = "2002",
editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
Hasco{\"e}t and Uwe Naumann",
series = "Computer and Information Science",
publisher = "Springer",
address = "New York, NY",
abstract = "We discuss the role of automatic differentiation tools in optimization software. We
emphasize issues that are important to large-scale optimization and that have proved useful in the
installation of nonlinear solvers in the NEOS Server. Our discussion centers on the computation of
the gradient and Hessian matrix for partially separable functions and shows that the gradient and
Hessian matrix can be computed with guaranteed bounds in time and memory requirements."
}
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