EU Regional School - Naumann Seminar
Prof. Dr. Naumann - The Art of Differentiating Computer Programs
RWTH Aachen University
Discrete adjoint versions of numerical simulation programs allow for gradients of certain objectives with respect to N free parameters to be computed with machine accuracy at a computational cost that is independent of N. Similar complexity results hold for second- and higher-order adjoints. The underlying semantic source code transformation technique is known as Algorithmic Differentiation (AD). We have been developing AD software for more than 15 years. This seminar will focus on the discussion of its theoretical foundations and demonstrate its use in the context of practically relevant simulation and optimization problems.