ylfink@water.UUCP (ylfink) (10/20/86)
DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES
SCIENTIFIC COMPUTATION SEMINAR
(Joint with C&O)
- Tuesday, October 21, 1986.
Professor Klaus Ritter of Technische Universitat
Munchen ``On the use of automatic differentiation in
nonlinear programming''. (Part I)
TIME: 3:30 PM
ROOM: MC 5045
ABSTRACT
Automatic differentiation provides an easy way for the
computation of gradients and Hessian matrices without
evaluating analytical expressions for partial deriva-
tives. Thus the assumption that the Hessian matrix is
not available is no longer necessary and a new approach
to the construction of optimization algorithms is pos-
sible. Newton's method and other methods using second
order derivatives become practical.
Basic aspects of automatic differentiation are
described and preliminary results of its use in uncon-
strained optimization are discussed.
[Part II, Tuesday, October 28, 1986 10:30 a.m. MC
5158A]