Higher-order reverse automatic differentiation with emphasis on the third-order

Gower, R.M. and Gower, A.L. orcid.org/0000-0002-3229-5451 (2016) Higher-order reverse automatic differentiation with emphasis on the third-order. Mathematical Programming, 155 (1-2). pp. 81-103. ISSN 0025-5610



Copyright, Publisher and Additional Information: © Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society 2014. This is an author-produced version of a paper subsequently published in Mathematical Programming. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Automatic differentiation; High-order methods; Tensors vector products; Hessian matrix; Sensitivity analysis
  • Accepted: 10 October 2014
  • Published (online): 29 October 2014
  • Published: 15 January 2016
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Mechanical Engineering (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 25 Jun 2019 12:38
Last Modified: 26 Jun 2019 06:02
Status: Published
Publisher: Springer Verlag
Refereed: Yes
Identification Number: https://doi.org/10.1007/s10107-014-0827-4
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