非线性模型优化中的自动导数评估

Automatic Derivative Evaluation in the Optimization of Nonlinear Models

Review of Economics and Statistics · 1984
被引 13
人大 AFT50ABS 4

中文导读

介绍了一种无需显式解析表达式即可精确评估多变量函数高阶偏导数的方法,并结合一阶、二阶和三阶导数优化方法进行了测试,实际使用简便且准确。

Abstract

This paper describes the for exact evaluation of higher-order partial derivatives of functions of many variables without explicitly using the analytical expressions for those derivatives. We present and test the table method together with optimization methods which employ first, second and third order derivatives. The actual use of these methods proved to be easy and accurate.

自动微分非线性模型优化高阶导数表方法