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A MODULAR APPROACH TO SIMULATION WITH AUTOMATIC SENSITIVITY CALCULATION

By Kenneth M. Hanson and Gregory S. Cunningham

Abstract

When using simulation codes, one often has the task of minimising a scalar objective function with respect to numerous parameters. This situation occurs when trying to fit (assimilate) data or trying to optimise an engineering design. For simulations in which the objective function to be minimised is reasonably well behaved, that is, is differentiable and does not contain too many multiple minima, gradient-based optimisation methods ca

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.305.931
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