Sobolev seminorm of quadratic functions with applications to derivative-free optimization (Q403635): Difference between revisions

A problem of least-norm interpolation is considered where the interpolant is a polynomial with degree at least two. The problem is reduced to the minimization of the Sobolev seminorm over a ball. The obtained results are applied to improve updates used in derivative-free optimization algorithms. Numerical examples are presented to illustrate the improved performance of derivative-free solvers using the newly proposed update.

@@ Property / review text @@
+A problem of least-norm interpolation is considered where the interpolant is a polynomial with degree at least two. The problem is reduced to the minimization of the Sobolev seminorm over a ball. The obtained results are applied to improve updates used in derivative-free optimization algorithms. Numerical examples are presented to illustrate the improved performance of derivative-free solvers using the newly proposed update.
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+Antanas Žilinskas
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+C56
@@ Property / Mathematics Subject Classification ID: 90C56 / rank @@
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+6336098
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+Sobolev seminorm
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+least-norm interpolation
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+derivative-free optimization
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+Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
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+Q4247126
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+Direct search methods: Then and now
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+Trust Region Methods
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+Recent progress in unconstrained nonlinear optimization without derivatives
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+ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
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+Introduction to Derivative-Free Optimization
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+Incorporating minimum Frobenius norm models in direct search
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+Least Change Secant Updates for Quasi-Newton Methods
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+A derivative-free nonmonotone line-search technique for unconstrained optimization
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+Benchmarking optimization software with performance profiles.
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+An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
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+Wedge trust region method for derivative free optimization.
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+On trust region methods for unconstrained minimization without derivatives
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+UOBYQA: unconstrained optimization by quadratic approximation
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+Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
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+Developments of NEWUOA for minimization without derivatives
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+A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
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+CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm
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+Function Minimization by Interpolation in a Data Table
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Sobolev seminorm of quadratic functions with applications to derivative-free optimization (Q403635): Difference between revisions

Latest revision as of 22:53, 8 July 2024

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Mathematics(1 entry)