BibTeX
@PHDTHESIS{
Price1987SMO,
AUTHOR = "Price, Richard C.",
TITLE = "Sparse Matrix Optimisation using Automatic Differentiation",
SCHOOL = "Hatfield Polytechnic",
ADDRESS = "Hatfield, U.K.",
YEAR = "1987",
KEYWORDS = "differentiation arithmetic; sparse; optimisation.",
ABSTRACT = "This thesis considers the problem of finding a minimum of a multivariate function
with and without constraints. The truncated Newton method is used as the method for finding the
minima, see [Dixon1988New]. In the constrained case, the Di Pillo Grippo penalty function is used.
As these methods require first and second order tensors, differentiation arithmetic is used. A
modification is made to the basic method described in [Rall1981ADT] which allows only vector storage
to be used. Various modifications of the method are applied to real-life problems, and comparisons
are given."
}
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