Structure in Optimization: Factorable Programming and Functions
نویسندگان
چکیده
The purpose of this paper is to explore structures of functions in optimization. We will assume that the functions are composed of user-defined functions and are given as computer programs. Factorable functions and factorable programming problems were developed from 1967 through 1990 and are early examples of structure in nonlinear optimization. We explore the relationship between source code transformation as in algorithmic differentiation (AD) and factorable programming. As an illustration, we consider a classical example due to Jackson and McCormick and show that its Fortran 90 implementation in a source transformation AD yields the desired structure of the second derivative matrix.
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