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La différentiation automatiqueet son utilisation en optimisation

Published online by Cambridge University Press:  17 May 2008

Jean-Pierre Dussault
Jean-Pierre Dussault*
Affiliation:
Département d'informatique, Faculté des Sciences, Université de Sherbrooke, Sherbrooke, Québec J1K 2R1, Canada; Jean-Pierre.Dussault@USherbrooke.ca
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Abstract

In this work, we present an introduction to automatic differentiation,its use in optimization software, and some new potential usages. Wefocus on the potential of this technique inoptimization. We do not dive deeply in the intricacies of automaticdifferentiation, but put forward its key ideas. We sketch a survey, asof today, of automatic differentiation software, but warn the readerthat the situation with respect to software evolves rapidly. In thelast part of the paper, we present some potential future usage ofautomatic differentiation, assuming an ideal tool is available, whichwill become true in some unspecified future.

Keywords

Différentiation automatiquealgorithmesnumériques d'optimisation.
Type
Research Article
Information
RAIRO - Operations Research , Volume 42 , Issue 2: CIRO 05 , April 2008 , pp. 141 - 155
Copyright
© EDP Sciences, ROADEF, SMAI, 2008

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References

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