Seminar: Algorithmic Differentiation

General Information

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Topics

  1. first and higher derivatives by overloading with dco/c++
    • Leppkes, Lotz, Naumann: dco/c++: Derivative Code by Overloading in C++. NAG TR2/20, 2020. [www]
  2. first and higher derivatives by source transformation with TAPENADE
    • Hascoet,Pascual: The Tapenade Automatic Differentiation tool: principles, model, and specification, ACM TOMS 39(3), 2013. [www]
  3. detection and exploitation of Jacobian sparsity with dco/c++
    • Gebremedhin, Manne, Pothen: What Color Is Your Jacobian? Graph Coloring for Computing Derivatives, SIAM, 2005. [www]
  4. detection and exploitation of Hessian sparsity with dco/c++
    • Gebremedhin, Manne, Pothen: What Color Is Your Jacobian? Graph Coloring for Computing Derivatives, SIAM, 2005. [www]
  5. expression templates for AD by overloading
    • Phipps, Pawlowski: Efficient Expression Templates for Operator Overloading-based Automatic Differentiation. arXiv:1205.3506, 2012. [www]
  6. static activity and to-be-recorded analyses for adjoint AD with TAPENADE
    • Hascoet, Naumann, Pascual: `To be recorded″ analysis in reverse-mode automatic differentiation, Future Generation Computer Systems, 2005.
  7. unconstrained nonlinear optimization by using gradient descent and (quasi-)Newton methods with the NAG Library and dco/c++
    • Naumann: Introduction to Numerical Methods and Software, SS20. [www]
  8. unconstrained nonlinear optimization by using gradient descent and (quasi-)Newton methods with JuliaDiff
    • Naumann: Introduction to Numerical Methods and Software, SS20. [www]
  9. back-propagation and algorithms for training artificial neural networks with TensorFlow
    • Goodfellow, Bengio, Courville: The Deep Learning Book, MIT Press. [www]
  10. solution of ordinary differential equations using Taylor arithmetic with ADOL-C
    • Corliss, Chang: Solving Ordinary Differential Equations Using Taylor Series, ACM TOMS 8(2), 1982. [www]
  11. higher derivative tensors through univariate Taylor series with ADOL-C
    • Griewank, Utke, Walther: Evaluating higher derivative tensors by forward propagation of univariate Taylor series, Math. of Comp. 69(231), 2000. [www]

Assignments

  • Höpfner: Topic 1
  • Kauerauf: Topic 5
  • Fehr: Topic 6
  • Remke: Topic 8
  • Grote: Topic 9

Important Dates

  • 11. July 2022: welcome email
  • 15. July 2022: kick-off meeting (Zoom)
  • 13. October 2022, 4:30om in Seminarraum 004, IT Center, Kopernikusstr.: oral presentation: MOTIVATE
  • 1. December 2022, 4:30pm in Seminarraum 2.31, IT Center, Seffenter Weg: oral presentation: TEACH
  • 3. February 2023, 4:30pm in Seminarraum 004: oral presentation: SELL
  • 2. February 2023: submission of written REPORT

General References