Details of Grant 

EPSRC Reference:	GR/R38101/01
Title:	Combinatorial Optimisation Methods for Fast Derivitive Codes
Principal Investigator:	Naumann, Professor U
Other Investigators:	Albrecht, Professor A
Researcher Co-Investigators:
Project Partners:	Cranfield University Ncube U K Ltd
Department:	Computer Science
Organisation:	University of Hertfordshire
Scheme:	Fast Stream
Starts:	01 July 2001	Ends:	31 December 2002	Value (£):	60,661
EPSRC Research Topic Classifications:	Fundamentals of Computing Mathematical Analysis Numerical Analysis
EPSRC Industrial Sector Classifications:	Information Technologies
Related Grants:
Panel History:
Summary on Grant Application Form
Numerous numerical methods in simulation and optimisation of real-world processes require first-order sensitivity information (Jacobian matrices) on their outputs with respect to certain parameters. If the underlying mathematical modell is given as a computer program Automatic Differentiation (AD) should be used to compute derivatives efficiently with machine accuracy. The generation of computer programs which accumulate the Jacobian matrix represents a special case of AD. The principal investigator could show that the runtime of these programs can be decreased significantly (compared to state of the art AD technology) by solving a corresponding combinatorial optimisation problem. This is relevant since the run-time of many numerical algorithms is dominated by the computation of derivatives.Simulated annealing techniques proved to be very robust tools for solving computationally hard combinatorial optimisation problems arising in various areas. Different algorithms will be developed and implemented for our problem. Furthermore, the theory behind the optimisation problem will be investigated in detail. The results from the optimisation will be used for generating fast derivative code (in collaboration with Cranfield University, RMCS, Shrivenham) which we expect to result in a considerable speedup of most simulation and optimisation algorithms used by scientist and engineers from various areas.
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