Numerical methods for large-scale minimization
Résumé
This paper recalls some basic tools for unconstrained minimization problems. It includes a comparison of performance of automatic differentiation codes and methods when they are used to compute a gradient. Some algorithms for minimizing a function with a large number of variables are reviewed and the impact of automatic differentiation on them is discussed.
Origine | Fichiers produits par l'(les) auteur(s) |
---|