Adaptive Interpolation Strategies in Derivative-Free Optimization: a case study

zbMath1474.90521arXiv1511.02794MaRDI QIDQ5148368

Majid Jaberipour, W. Hare

Publication date: 3 February 2021

Full work available at URL: https://arxiv.org/abs/1511.02794

zbMATH Keywords

quadratic interpolationlinear interpolationderivative-free optimizationminimum Frobenius normdynamic model selection

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56) Discrete approximations in optimal control (49M25)

Related Items (3)

Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases ⋮ A discussion on variational analysis in derivative-free optimization ⋮ Modified Active Subspaces Using the Average of Gradients

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