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

Leigh Tesfatsion ()

Staff General Research Papers from Iowa State University, Department of Economics

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://www.econ.iastate.edu/tesfatsi/nasahome.htm

Keywords: Automatic evaluation; higher-order partial derivatives; FEED; automated sensitivity analysis (search for similar items in EconPapers)
JEL-codes: B4 C0 (search for similar items in EconPapers)
Date: 2004-01-11
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