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Automatic Evaluation of Higher-Order Partial Derivatives for Nonlocal Sensitivity Analysis

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  • Tesfatsion, Leigh

Abstract

This 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://www2.econ.iastate.edu/tesfatsi/nasahome.htm

Suggested Citation

  • Tesfatsion, Leigh, 1991. "Automatic Evaluation of Higher-Order Partial Derivatives for Nonlocal Sensitivity Analysis," Staff General Research Papers Archive 11183, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:11183
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    File URL: http://www2.econ.iastate.edu/tesfatsi/nasahome.htm
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    Citations

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    Cited by:

    1. Koesrinartoto, D. & Sun, Junjie & Tesfatsion, Leigh, 2005. "An agent-based computational laboratory for testing the economic reliability of wholesale power market designs," ISU General Staff Papers 200501010800001043, Iowa State University, Department of Economics.
    2. Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.
    3. 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.

    More about this item

    Keywords

    Automatic evaluation; higher-order partial derivatives; FEED; automated sensitivity analysis;
    All these keywords.

    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

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