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Sobolev seminorm of quadratic functions with applications to derivative-free optimization
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    Sobolev seminorm of quadratic functions with applications to derivative-free optimization (English)
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    29 August 2014
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    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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    Sobolev seminorm
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    least-norm interpolation
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    derivative-free optimization
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