Automatic differentiation of algorithms
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摘要
We introduce the basic notions of automatic differentiation, describe some extensions which are of interest in the context of nonlinear optimization and give some illustrative examples.
论文关键词：Adjoint programming,Algorithm,Automatic differentiation,Checkpoints,Error analysis,Function approximation,Implicit equations,Interval analysis,Nonlinear optimization,Optimal control,Parallelism,Penalty functions,Program transformation,Variable momentum
论文评审过程：Received 30 November 1999, Revised 28 February 2000, Available online 10 November 2000.
论文官网地址：https://doi.org/10.1016/S0377-0427(00)00422-2
