The Computer Can Differentiate Too
Abstract
For mathematical problems whose solution requires the evaluation of first or second partial derivatives of user-defined functions, symbolic differentiation is offered as a viable alternative to numerical differencing techniques and user-written subprograms. The paper describes an efficient user- oriented approach, equivalent to symbolic differentiation, for the generation of code capable of evaluating partial derivatives of user-specified functions. Computational results of an experimental implementation of the method are reported. The feasibility of this approach is additionally demonstrated by interfacing the experimental code with the Sequential Unconstrained Minimization Technique of Fiacco and McCormick for the solution of nonlinear programming problems and results are reported.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1974
- Accession Number
- AD0783076
Entities
People
- Darwin Dee Klingman
- Lee Litzler
Organizations
- University of Texas at Austin