Randomized heuristics for exploiting Jacobian scarcity

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چکیده

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Randomized Heuristics for Exploiting Jacobian Scarcity

We describe a code transformation technique that, given code for a vector function F , produces code suitable for computing collections of Jacobian-vector products F (x)ẋ or Jacobiantranspose-vector products F (x) ȳ. Exploitation of scarcity a measure of the degrees of freedom in the Jacobian matrix means solving a combinatorial optimization problem that is believed to be hard. Our heuristics t...

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ژورنال

عنوان ژورنال: Optimization Methods and Software

سال: 2012

ISSN: 1055-6788,1029-4937

DOI: 10.1080/10556788.2011.577774