| Title: | Do You Trust Derivatives or Differences? |
| Authors: | Jorge J. Moré, Stefan M. Wild |
| Abstract: | |
| Keywords: | Computational Noise, Deterministic Simulations, Finite Difference Derivatives |
| Thanks: | This work was supported by the Office of Advanced Scientific Computing Research, Office of Science, U.S. Department of Energy, under Contract DE-AC02-06CH11357. |
| Status: | Submitted, May 2012. |
| Link: | [PDF available from Optimization Online
]
Additional information, including codes and data, can be found on our Estimating Computational Noise page |
| BibTeX: | @techreport{JJMSMW11,
author = {Jorge J. Mor\'e and Stefan M. Wild},
title = {Do You Trust Derivatives or Differences?},
institution = {Argonne Mathematics and Computer Science Division},
type = {Preprint},
number = {ANL/MCS-P2067-0312},
year = {2012}
}
|