Article ID: | iaor19931561 |
Country: | Switzerland |
Volume: | 38 |
Issue: | 1/4 |
Start Page Number: | 485 |
End Page Number: | 499 |
Publication Date: | Dec 1992 |
Journal: | Annals of Operations Research |
Authors: | Lasdon L.S., Plummer J.C. |
Keywords: | programming: nonlinear |
A procedure is described which determines Jacobian incidence structure and the constant/nonconstant nature of each Jacobian element via examination of the text of function expression strings. This procedure may be used to minimize the effort required to evaluate by finite differences the Jacobian of a set of functions. Target applications involve algebraic modelling systems and other systems with interpreted functions which require evaluation of first drivatives. Computational experience is presented and discussed.