Error bounds for overdetermined and underdetermined generalized centred simplex gradients

DOI10.1093/imanum/draa089zbMath1481.65057arXiv2006.00742OpenAlexW3111727745MaRDI QIDQ5024895

Chayne Planiden, Gabriel Jarry-Bolduc, Warren L. Hare

Publication date: 27 January 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00742

zbMATH Keywords

error boundsgradient approximationsimplex gradients

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical optimization and variational techniques (65K10) Theory of matrix inversion and generalized inverses (15A09)

Related Items (3)

Scalable subspace methods for derivative-free nonlinear least-squares optimization ⋮ Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in \(\mathrm{IR}^n\) ⋮ Approximating the diagonal of a Hessian: which sample set of points should be used

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