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Prospects for Simulated Annealing Algorithms in Automatic Differentiation

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Stochastic Algorithms: Foundations and Applications (SAGA 2001)

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Abstract

We present new ideas on how to make simulated annealing applicable to the combinatorial optimization problem of accumulating a Jacobian matrix of a given vector function using the minimal number of arithmetic operations. Building on vertex elimination in computational graphs we describe how simulated annealing can be used to find good approximations to the solution of this problem at a reasonable cost.

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Author information

Authors and Affiliations

  1. Department of Computer Science, University of Hertfordshire, Hatfield, UK

    Uwe Naumann & Peter Gottschling

Authors
  1. Uwe Naumann
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  2. Peter Gottschling
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Editor information

Editors and Affiliations

  1. Institute for Computer Architecture and Software Engineering, GMD - National ResearchCenter for Information Technology, Kekuléstr.7, 12489, Berlin-Adlershof, Germany

    Kathleen Steinhöfel

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© 2001 Springer-Verlag Berlin Heidelberg

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Naumann, U., Gottschling, P. (2001). Prospects for Simulated Annealing Algorithms in Automatic Differentiation. In: Steinhöfel, K. (eds) Stochastic Algorithms: Foundations and Applications. SAGA 2001. Lecture Notes in Computer Science, vol 2264. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45322-9_9

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  • DOI: https://doi.org/10.1007/3-540-45322-9_9

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-43025-4

  • Online ISBN: 978-3-540-45322-2

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