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Optimal multistage algorithm for adjoint computation. (English) Zbl 1416.65581

65Y20 Complexity and performance of numerical algorithms
68W40 Analysis of algorithms
49N90 Applications of optimal control and differential games
90C30 Nonlinear programming
MITgcm; revolve
Full Text: DOI
[1] R. Giering and T. Kaminski, Recomputations in reverse mode AD, in Automatic Differentiation of Algorithms: From Simulation to Optimization, G. Corliss, C. Faure, A. Griewank, L. Hascoët, and U. Naumann, eds., Springer, New York, 2002, pp. 283–291, http://dx.doi.org/10.1007/978-1-4613-0075-5_33.
[2] M. B. Giles and N. A. Pierce, An introduction to the adjoint approach to design, Flow Turbul. Combust., 65 (2000), pp. 393–415, http://dx.doi.org/10.1023/A:1011430410075 doi:10.1023/A:1011430410075.
[3] A. Griewank, Achieving logarithmic growth of temporal and spatial complexity in reverse automatic differentiation, Optim. Methods Softw., 1 (1992), pp. 35–54, http://dx.doi.org/10.1080/10556789208805505.
[4] A. Griewank and A. Walther, Algorithm \textup799: Revolve: An implementation of checkpointing for the reverse or adjoint mode of computational differentiation, ACM Trans. Math. Software, 26 (2000), pp. 19–45, http://dx.doi.org/10.1145/347837.347846 doi:10.1145/347837.347846. · Zbl 1137.65330
[5] A. Griewank and A. Walther, Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, 2nd ed., SIAM, Philadelphia, 2008, http://dx.doi.org/10.1137/1.9780898717761 doi:10.1137/1.9780898717761. · Zbl 1159.65026
[6] P. Heimbach, C. Hill, and R. Giering, An efficient exact adjoint of the parallel MIT general circulation model, generated via automatic differentiation, Future Gener. Comput. Syst., 21 (2005), pp. 1356–1371, http://dx.doi.org/10.1016/j.future.2004.11.010 doi:10.1016/j.future.2004.11.010.
[7] A. Jameson, Aerodynamic Shape Optimization Using the Adjoint Method, Lectures at the Von Karman Institute, Brussels, 2003; available online at http://aero-comlab.stanford.edu/Papers/jameson.vki03.pdf
[8] P. Stumm and A. Walther, Multistage approaches for optimal offline checkpointing, SIAM J. Sci. Comput., 31 (2009), pp. 1946–1967, http://dx.doi.org/10.1137/080718036 doi:10.1137/080718036. · Zbl 1194.65084
[9] A. Walther, Program Reversal Schedules for Single- and Multi-processor Machines, Ph.D. thesis, Institute of Scientific Computing, Technical University Dresden, Dresden, Germany, 1999.
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