A Method for Approximating Univariate Convex Functions Using Only Function Value Evaluations
From MaRDI portal
Publication:2899150
DOI10.1287/ijoc.1100.0424zbMath1243.90173OpenAlexW3121216003MaRDI QIDQ2899150
Dick den Hertog, A. L. Hoffmann, A. Y. D. Siem
Publication date: 28 July 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/855757/dp2007-67.pdf
Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (3)
Resource allocation problems with expensive function evaluations ⋮ Real-Time Radiation Treatment Planning with Optimality Guarantees via Cluster and Bound Methods ⋮ The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves
Uses Software
This page was built for publication: A Method for Approximating Univariate Convex Functions Using Only Function Value Evaluations
