Algorithmic Differentiation (Seminar)

General Information

[klick]

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]

Important Dates

  • 13. July 2020: welcome email and assignment of topics
  • 17. July 2020: kick-off meeting (Zoom)
  • 26.-30. October 2020: oral presentation: MOTIVATE
  • 7.-18. December 2020: oral presentation: TEACH
  • 1.-12. February 2021: oral presentation: SELL
  • 12. February 2021: submission of written REPORT
  • end of Mar 2021: announcement of grades

General References