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Automatic Differentiation: Calculation of the Hessian

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Encyclopedia of Optimization

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Keywords

The Forward Mode

  Illustrative Example 1: Forward Mode

The Mixed Method

  Illustrative Example 2: Reverse Differentiation

Reverse Method

  Illustrative Example 3: Reverse Gradient, Forward Hessian

See also

References

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References

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Author information

Authors and Affiliations

  1. Numerical Optim. Centre, University Hertfordshire, Hatfield, England

    Laurence Dixon

Authors
  1. Laurence Dixon
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Dixon, L. (2008). Automatic Differentiation: Calculation of the Hessian . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_23

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