Journal ArticleDOI
Efficient calculation of sensitivities for optimization problems
Andreas Kowarz,Andrea Walther +1 more
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The tapeless forward mode of ADOL-C as discussed by the authors enables the joint computation of function and derivative values directly from main memory within one sweep, and shorter runtimes are achieved due to the avoidance of tape handling and a more effective, joint optimization for function and derivatives.Abstract:
Sensitivity information is required by numerous applications such as, for example, optimization algorithms, parameter estimations or real time control. Sensitivities can be computed with working accuracy using the forward mode of automatic differentiation (AD). ADOL-C is an AD-tool for programs written in C or C++. Originally, when applying ADOL-C, tapes for values, operations and locations are written during the function evaluation to generate an internal function representation. Subsequently, these tapes are evaluated to compute the derivatives, sparsity patterns etc., using the forward or reverse mode of AD. The generation of the tapes can be completely avoided by applying the recently implemented tapeless variant of the forward mode for scalar and vector calculations. The tapeless forward mode enables the joint computation of function and derivative values directly from main memory within one sweep. Compared to the original approach shorter runtimes are achieved due to the avoidance of tape handling and a more effective, joint optimization for function and derivative code. Advantages and disadvantages of the tapeless forward mode provided by ADOL-C will be discussed. Furthermore, runtime comparisons for two implemented variants of the tapeless forward mode are presented. The results are based on two numerical examples that require the computation of sensitivity information.read more
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Book ChapterDOI
Parallel Reverse Mode Automatic Differentiation for OpenMP Programs with ADOL-C
TL;DR: A strategy for the efficient implementation of the reverse mode of AD with trace-based AD-tools and implement it with the ADOL-C tool is developed, which combines checkpointing at the outer level with parallel trace generation and evaluation at the inner level.
References
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Book
Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation
Andreas Griewank,Andrea Walther +1 more
TL;DR: This second edition has been updated and expanded to cover recent developments in applications and theory, including an elegant NP completeness argument by Uwe Naumann and a brief introduction to scarcity, a generalization of sparsity.
Journal ArticleDOI
Recipes for adjoint code construction
Ralf Giering,Thomas Kaminski +1 more
TL;DR: The described method is based on a few basic principles, which permits the establishment of simple construction rules for adjoint statements and complete adjoint subprograms and is an implementation of the tangent linear and adjoint model compiler (TAMC).
Journal ArticleDOI
Algorithm 755: ADOL-C: a package for the automatic differentiation of algorithms written in C/C++
TL;DR: The C++ package ADOL-C described here facilitates the evaluation of first and higher derivatives of vector functions that are defined by computer programs written in C or C++.
TAPENADE 2.1 user's guide
Laurent Hascoët,Valérie Pascual +1 more
TL;DR: The goal is to give the users of TAPENADE a precise understanding of the actions and choices made while differentiating programs, so as to improve their confidence in the produced source programs.
FADBAD, a flexible C++ package for automatic differentiation.
Claus Bendtsen,Ole Stauning +1 more
TL;DR: The FADBAD code as mentioned in this paper is provided " as is ", without any warranty of any kind, either expressed or implied, including but not limited to, any implied warranty of merchantibility or fitness for any purpose.