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

MSC:
65Y20 Complexity and performance of numerical algorithms
68W40 Analysis of algorithms
49N90 Applications of optimal control and differential games
90C30 Nonlinear programming
Software:
MITgcm; revolve
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References:
[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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