Automatic differentiation and iterative processes - Archive ouverte HAL
Article Dans Une Revue Optimization Methods and Software Année : 1992

Automatic differentiation and iterative processes

Jean Charles Gilbert

Résumé

We identify a class of iterative processes that can be used in the definition of a function while preserving the good behavior of automatic differentiation codes on this function. By iterative process, we mean a process where the number of iterations is determined by a stopping criterion, which can depend on the independent variables. By good behavior, we mean that the derivatives will be calculated correctly, asymptotically. The class contains the Newton method.
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hal-04140345 , version 1 (25-06-2023)

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Jean Charles Gilbert. Automatic differentiation and iterative processes. Optimization Methods and Software, 1992, 1 (1), pp.13-21. ⟨10.1080/10556789208805503⟩. ⟨hal-04140345⟩
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