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Automatic Differentiation and Parallel Processing in Optimisation

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Optimization, Parallel Processing and Applications

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 304))

Abstract

This paper introduces the concepts of automatic differentiation and parallel processing and discusses how the advent of the ADA language on parallel processing machines may transform the solution of practical optimisation problems.

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References

  1. Rall, L B, Automatic Differentiation: Techniques and Applications, Lecture Notes in Computer Science No. 20, Springer Verlag, 1981.

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  2. Toint, P, On Large Scale Nonlinear Least Squares Calculations, University of Namur, Belgium, 1985.

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  3. Dixon, L C W, Ducksbury, P G and Patel, K D, Experience Running Optimisation Algorithms on Parallel Processing Systems, presented as plenary session at 11th IFIP Conference on System Modelling and Optimisation, Copenhagen, 1983.

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  4. Ducksbury, P G, Parallel Array Processing, Ellis-Horwood, 1986.

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  5. Mohseninia, M, The Use of Extended Operations Set of ADA with Automatic Differentiation and the Truncated Newton Method, Technical Report No. 176, Numerical Optimisation Centre, The Hatfield Polytechnic, 1987.

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Author information

Authors and Affiliations

  1. School of Information Sciences, The Hatfield Polytechnic, UK

    L. C. W. Dixon (Associate Dean (Research)

Authors
  1. L. C. W. Dixon
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Editor information

Editors and Affiliations

  1. International Institute for Applied Systems Analysis (IIASA), Schloßplatz 1, A-2361, Laxenburg, Austria

    Alexander Kurzhanski

  2. Institute of Mathematics and Mechanics of the Ural Scientific Center of the Academy of Sciences of the USSR, Sverdlovsk, USSR

    Alexander Kurzhanski

  3. Institut für Wirtschaftstheorie und Operations Research, Universität Karlsruhe, Kaiserstr. 12, D-7500, Karlsruhe, Germany

    Klaus Neumann

  4. Institut für Statistik und Mathematische Wirtschaftstheorie, Universität Karlsruhe, Postfach 6980, D-7500, Karlsruhe 1, Germany

    Diethard Pallaschke

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© 1988 Springer-Verlag Berlin Heidelberg

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Dixon, L.C.W. (1988). Automatic Differentiation and Parallel Processing in Optimisation. In: Kurzhanski, A., Neumann, K., Pallaschke, D. (eds) Optimization, Parallel Processing and Applications. Lecture Notes in Economics and Mathematical Systems, vol 304. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46631-1_9

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  • DOI: https://doi.org/10.1007/978-3-642-46631-1_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-19053-0

  • Online ISBN: 978-3-642-46631-1

  • eBook Packages: Springer Book Archive

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