edge_push_sp
We compare two methods that calculate the sparsity pattern of Hessian matrices using the computational framework of automatic differentiation. The first method is a forward-mode algorithm by A. Walther [ACM Trans. Math. Softw. 34, No. 1, Art. 3, 15 p. (2008; Zbl 1291.65190)] which has been implemented as the driver called hess_pat in the automatic differentiation package ADOL-C. The second is edge_push_sp, a new reverse mode algorithm descended from the edge_pushing algorithm for calculating Hessians by R. M. Gower and M. P. Mello [Optim. Methods Softw. 27, No. 2, 251–273 (2012; Zbl 06037758)]. We present complexity analysis and perform numerical tests for both algorithms. The results show that the new reverse algorithm is very promising.
This software is also peer reviewed by journal TOMS.
This software is also peer reviewed by journal TOMS.
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
Sorted by year (- Wang, Mu; Gebremedhin, Assefaw; Pothen, Alex: Capitalizing on \itlive variables: new algorithms for efficient Hessian computation via automatic differentiation (2016)
- Gower, Robert Mansel; Mello, Margarida Pinheiro: Computing the sparsity pattern of Hessians using automatic differentiation (2014)
- Gower, R.M.; Mello, M.P.: A new framework for the computation of Hessians (2012)