[ADOL-C] Use ADOL-C on a Function Performing a 1-D Optimization and an Interpolation

Shantanu MULLICK b00295766 at essec.edu
Fri Feb 20 10:18:29 EST 2015


I've started using ADOL-C for about a month, so I'm just about a beginner.
I need to differentiate a function which requires me to first compute a 3-D
interpolation, and then do a 1-D optimization using Brent's algorithm. I
want to know if I can use ADOL-C to differentiate a function like this.

I'm particularly concerned by the 1-D optimisation that my function
performs. It would probably be important to see how the 1-D optimiser is
coded to decide if ADOL-C can work on it.  The C code for the 1-D optimizer
using Brent's algorithm can be found here:
http://people.sc.fsu.edu/~jburkardt/c_src/brent/brent.c  ( I use the
function "local_min").

There was a previous query on performing ADOL-C on linear interpolation (
http://list.coin-or.org/pipermail/adol-c/2012-December/000881.html). I
guess I can adapt the answer given here to perform 3-D linear interpolation.

I have another question. I previous tried to treat the interpolation and
the optimizer part of the function as "constants" (not adoubles ). When I
do this, and use the "gradient" driver to find the derivative, I get all
zeros as a result ( Despite the "gradient" driver saying that the function
is locally analytic). My question is what are the most common reasons that
would lead ADOL-C to return zeros while using the "gradient" driver.

Thanks in advance!


PhD Candidate at ESSEC
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