| Remark on algorithm 746: new features of PCOMP, a Fortran code for automatic differentiation |
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ACM Transactions on Mathematical Software (TOMS)
archive
Volume 26 , Issue 3 (September 2000)
table of contents
Pages: 352 - 362
Year of Publication: 2000
ISSN:0098-3500
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Downloads (6 Weeks): 5, Downloads (12 Months): 26, Citation Count: 1
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ABSTRACT
The software system PCOMP uses automatic differentiation to calculate derivatives of functions that are defined by the user in a modeling language similar to Fortran. This symbolical representation is converted into an intermediate code, which can be interpreted to calculate function and derivative values at run-time within machine accuracy. Furthermore, it is possible to generate Fortran code for function and gradient evaluation, which has to be compiled and linked separately. The first version of PCOMP was introduced in Dobmann et al. [1995]. In this article, we describe a series of extensions and additional features that have been implemented in the meantime.
REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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BLATT,M.AND SCHITTKOWSKI, K. 2000. Optimal control of one-dimensional partial differential algebraic equations with applications. Ann. Oper. Res. To appear.
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DOBMANN, M., LIEPELT, M., SCHITTKOWSKI, K., AND TRASSL, C. 1996. PCOMP: A Fortran code for automatic differentiation-language description and user guide (version 5.3). Tech. Rep. University of Bayreuth, Bayreuth, Germany.
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GRIEWANK, A. 1989. On automatic differentiation. In Mathematical Programming: Recent Developments and Applications, M. Iri and K. Tanabe, Eds. Kluwer Academic Publishers, Hingham, MA, 83-107.
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GRIEWANK, A., JUEDES,D.W.,AND SRINIVASAN, J. 1991. ADOL-C: A package for the automatic differentiation of algorithms written in C/C11. Preprint MCS-P180-1190. Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, IL.
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JUEDES, D. W. 1991. A taxonomy of automatic differentiation tools. In Proceedings of the Workshop on Automatic Differentiation of Algorithms: Theory, Implementation and Applications (Breckenridge, CO), A. Griewank and G. Corliss, Eds. SIAM, Philadelphia, PA, 315-330.
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SCHITTKOWSKI, K. 1994. Parameter estimation in systems of nonlinear equations. Numer. Math. 68, 129-142.
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SCHITTKOWSKI, K. 1995. Parameter estimation in differential equations. In Recent Trends in Optimization Theory and Applications, R. P. Agarwal, Ed. World Scientific Publishing Co., Inc., River Edge, NJ, 353-370.
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SCHITTKOWSKI, K. 1997. Parameter estimation in one-dimensional time-dependent partial differential equations. Optim. Meth. Softw. 7, 165-210.
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SCHITTKOWSKI, K. 1999. PDEFIT: A Fortran code for parameter estimation in partial differential equations. Optim. Meth. Softw. 10, 539-582.
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SCHITTKOWSKI, K. 2000. EASY-FIT: A software system for data fitting in dynamic systems. J. Des. Optim. To appear.
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