Automatic Differentiation in MATLAB using ADMAT with Applications - Brossura

Coleman, Thomas F.; Xu, Wei

Brossura

ISBN 10: 1611974356 ISBN 13: 9781611974355

Casa editrice: Society for Industrial and Applied Mathematics, 2016

Riassunto

Discusses efficient use of automatic differentiation to solve real problems, especially multidimensional zero-finding and optimization in the MATLAB environment.

Su questo libro

Informazioni sugli autori

Thomas F. Coleman is a Professor in the Department of Combinatorics and Optimization, as well as the Ophelia Lazaridis University Research Chair, at the University of Waterloo. He is also the Director of WatRISQ, an institute composed of finance researchers that spans several faculties at the university. From 2005 to 2010, Dr Coleman was Dean of the Faculty of Mathematics at the University of Waterloo. Prior to this, he was Professor of Computer Science at Cornell University. He was also Director of the Cornell Theory Center (CTC), a supercomputer applications center, and founded and directed CTC-Manhattan, a computational finance venture. Dr Coleman has authored three books on computational mathematics, edited six conference proceedings, and published over 80 journal articles in the areas of optimization, automatic differentiation, parallel computing, computational finance, and optimization applications.

Wei Xu is Research Manager at the Global Risk Institute (GRI), Toronto. Before joining GRI, Dr Xu was a Visiting Professor at the University of Waterloo. Previously, he was an Associate Professor at Tongji University, Shanghai. He co-founded Shanghai Raiyun Information Technology Ltd, a risk management services and solutions provider, and currently serves as its Director of R&D. His research has been featured in over 30 publications and he has co-authored a book on risk management.

Dettagli dell?edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 1611974356
• ISBN 13: 9781611974355
• Rilegatura: Copertina flessibile
• Numero di pagine: 117
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile