Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
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Publication:820723
DOI10.1007/s11075-020-01056-8zbMath1487.65025OpenAlexW3139102753WikidataQ114224303 ScholiaQ114224303MaRDI QIDQ820723
Rachael Tappenden, Ian D. Coope
Publication date: 27 September 2021
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-020-01056-8
derivative free optimizationfinite difference approximationspositive basessimplicesinterpolation modelssimplex gradients
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Numerical differentiation (65D25)
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