Nonsmooth implicit differentiation for machine-learning and optimization
In view of training increasingly complex learning architectures, we establish a nonsmooth
implicit function theorem with an operational calculus. Our result applies to most practical …
implicit function theorem with an operational calculus. Our result applies to most practical …
Computationally relevant generalized derivatives: theory, evaluation and applications
A new method for evaluating generalized derivatives in nonsmooth problems is reviewed.
Lexicographic directional (LD-) derivatives are a recently developed tool in nonsmooth …
Lexicographic directional (LD-) derivatives are a recently developed tool in nonsmooth …
Provably correct automatic sub-differentiation for qualified programs
Abstract The\emph {Cheap Gradient Principle}~\citep {Griewank: 2008: EDP: 1455489}---the
computational cost of computing a $ d $-dimensional vector of partial derivatives of a scalar …
computational cost of computing a $ d $-dimensional vector of partial derivatives of a scalar …
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations
A novel subgradient evaluation method is proposed for nonsmooth convex relaxations of
parametric solutions of ordinary differential equations (ODEs) arising in global dynamic …
parametric solutions of ordinary differential equations (ODEs) arising in global dynamic …
Bounding convex relaxations of process models from below by tractable black-box sampling
Several chemical engineering applications demand global optimization of nonconvex
process models, including safety verification and determination of thermodynamic equilibria …
process models, including safety verification and determination of thermodynamic equilibria …
Generalized sensitivity analysis of nonlinear programs
This paper extends classical sensitivity results for nonlinear programs to cases in which
parametric perturbations cause changes in the active set. This is accomplished using …
parametric perturbations cause changes in the active set. This is accomplished using …
Analyzing the influence of agents in trust networks: Applying nonsmooth eigensensitivity theory to a graph centrality problem
J Donnelly, P Stechlinski - SIAM Journal on Matrix Analysis and Applications, 2023 - SIAM
Graph centrality measures have found widespread use ranking agents in networks by
characterizing their “importance” for the purpose of predicting and managing network …
characterizing their “importance” for the purpose of predicting and managing network …
Derivative-free optimization of a rapid-cycling synchrotron
We develop and solve a constrained optimization model to identify an integrable optics rapid-
cycling synchrotron lattice design that performs well in several capacities. Our model …
cycling synchrotron lattice design that performs well in several capacities. Our model …
On the complexity of nonsmooth automatic differentiation
Using the notion of conservative gradient, we provide a simple model to estimate the
computational costs of the backward and forward modes of algorithmic differentiation for a …
computational costs of the backward and forward modes of algorithmic differentiation for a …
Generalized derivatives of optimal-value functions with parameterized convex programs embedded
This article proposes new practical methods for furnishing generalized derivative information
of optimal-value functions with embedded parameterized convex programs, with potential …
of optimal-value functions with embedded parameterized convex programs, with potential …