Automatic Evaluation of Higher-Order Partial Derivatives for Nonlocal Sensitivity Analysis
AbstractThis proceedings paper surveys work on the FEED (Fast Efficient Evaluation of Derivatives) algorithm originally developed by Kalaba, Tesfatsion, and Wang (1983), with particular reference to the use of FEED for the implementation of nonlocal automated sensitivity techniques; see the articles below. The relationship of FEED to the automatic differentiation algorithms developed by other SIAM Workshop participants is clarified. Related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11183.
Date of creation: 01 Jan 1991
Date of revision:
Contact details of provider:
Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
More information through EDIRC
Automatic evaluation; higher-order partial derivatives; FEED; automated sensitivity analysis;
Find related papers by JEL classification:
- B4 - Schools of Economic Thought and Methodology - - Economic Methodology
- B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.
- Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics.
- Deddy Koesrindartoto & Junjie Sun, 2005.
"An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs,"
Computing in Economics and Finance 2005
50, Society for Computational Economics.
- Koesrindartoto, Deddy P. & Sun, Junjie & Tesfatsion, Leigh, 2005. "An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs," Staff General Research Papers 12388, Iowa State University, Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephanie Bridges) The email address of this maintainer does not seem to be valid anymore. Please ask Stephanie Bridges to update the entry or send us the correct address.
If references are entirely missing, you can add them using this form.