La différentiation automatique et son utilisation en optimisation
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Tutorial survey of automatic differentiation and its use in optimization software; a numerical technique, not research practice.
The work discusses automatic differentiation as a computational technique, not research practice.
Survey of automatic differentiation for optimization software; object is a computational technique, not research practice.
Abstract
In this work, we present an introduction to automatic differentiation, its use in optimization software, and some new potential usages. We focus on the potential of this technique in optimization. We do not dive deeply in the intricacies of automatic differentiation, but put forward its key ideas. We sketch a survey, as of today, of automatic differentiation software, but warn the reader that the situation with respect to software evolves rapidly. In the last part of the paper, we present some potential future usage of automatic differentiation, assuming an ideal tool is available, which will become true in some unspecified future.
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The record
- Venue
- RAIRO - Operations Research
- Topic
- Numerical Methods and Algorithms
- Field
- Computer Science
- Canadian institutions
- Université de Sherbrooke
- Funders
- —
- Keywords
- SketchComputer scienceSoftwareFocus (optics)Automatic differentiationSoftware engineeringKey (lock)Ideal (ethics)Operations researchEngineeringComputer securityProgramming languageAlgorithmEpistemologyPhilosophy
- Has abstract in OpenAlex
- yes