Automatic Derivative Evaluation in the Optimization of Nonlinear Models
- 1 November 1984
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 66 (4) , 653
- https://doi.org/10.2307/1935989
Abstract
This paper describes the @'table method@' for exact evaluation of higher-order partial derivatives of functions of many variables without explicitly using the analytical expressions for those derivatives. We present and test the table method together with optimization methods which employ first, second and third order derivatives. The actual use of these methods proved to be easy and accurate.Keywords
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