[Developers] ADMB - AutoDiff

[Mark Maunder]

Scott,

I am not sure of the answer to your question. Perhaps one of the ADMB
development team might be able to answer it for you.

Regards,

Mark

-----Original Message-----
From: Scott @ Zaita [mailto:scott at zaita.com] 
Sent: Tuesday, May 26, 2009 4:32 PM
To: Mark Maunder
Subject: ADMB - AutoDiff

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Hello,

I'm working on a spatial population model for Antarctic Toothfish

(Dunn, A., and Rasmussen, S. 2008. Development of a spatially explicit
age-structured statistical catch-at-age population dynamics model for
modeling movement of Antarctic toothfish in the Ross Sea. WGSAM-08/14)
Referenced:
http://www.iattc.org/PDFFiles2/Spatial-Analysis-Workshop-2008-Report.pdf

The of the minimizer's I'd like to implement is AutoDiff.

I've worked with a similar product called BetaDiff which uses a library
called ADOL-C (http://www.math.tu-dresden.de/~adol-c/). ADOL-C uses a
built in type called a "dvar" that is unwinds all modifications or
references made to the variables to propose a better candidate for the
minimisation.

Looking at the examples for autoDiff / minimize / t.cpp I see that your
energy function uses dvariables as well. Am I right in assuming that
AutoDiff uses the same principles as ADOL-C?

If so, This presents a problem, in that our model does a large amount of
calculations and using ADOL-C we went from 3MBs of memory usage to 3GBs
by enabling this (which required significant code changes). Is AutoDiff
going to be using the same order of magnitude in memory requirements?

- --
Regards,
  Scott Rasmussen
  Scientific Programmer / Software Developer
  Zaita Design
  http://www.zaita.com
  Skype: zaitanz

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