Automatic Differentiation of Nonlinear AMPL Models (1991)
| Venue: | IN AUTOMATIC DIFFERENTIATION OF ALGORITHMS: THEORY, IMPLEMENTATION, AND APPLICATION |
| Citations: | 10 - 9 self |
BibTeX
@INPROCEEDINGS{Gay91automaticdifferentiation,
author = {David M. Gay},
title = {Automatic Differentiation of Nonlinear AMPL Models},
booktitle = {IN AUTOMATIC DIFFERENTIATION OF ALGORITHMS: THEORY, IMPLEMENTATION, AND APPLICATION},
year = {1991},
pages = {61--73},
publisher = {SIAM}
}
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Abstract
We describe favorable experience with automatic differentiation of mathematical programming problems expressed in AMPL, a modeling language for mathematical programming. Nonlinear expressions are translated to loop-free code, which makes analytically correct gradients and Jacobians particularly easy to compute -- static storage allocation suffices. The nonlinear expressions may either be interpreted or, to gain some execution speed, converted to Fortran or C.
