Calculus identities for generalized simplex gradients: rules and applications

DOI10.1137/18M1215864MaRDI QIDQ5853722zbMATH OpenOpenAlexFDO

Authors Gabriel Jarry-Bolduc, Warren L. Hare

Publication date 11 March 2021

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/18m1215864

zbMATH Keywords

calculus identitiesgradient approximationsimplex gradientZitat: 1351.90168

Mathematics Subject Classification ID

Numerical methods for variational inequalities and related problems (65K15) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• The calculus of simplex gradients
• Efficient calculation of regular simplex gradients
• Error bounds for overdetermined and underdetermined generalized centred simplex gradients
• scientific article; zbMATH DE number 1301900
• Using Sampling and Simplex Derivatives in Pattern Search Methods

Cites work

• `` Direct Search Solution of Numerical and Statistical Problems
• A Simplex Method for Function Minimization
• Compositions of convex functions and fully linear models
• Derivative-free and blackbox optimization
• Galois theory
• Geometry of interpolation sets in derivative free optimization
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• scientific article; zbMATH DE number 1274356 (Why is no real title available?)
• scientific article; zbMATH DE number 1301900 (Why is no real title available?)
• scientific article; zbMATH DE number 653035 (Why is no real title available?)
• scientific article; zbMATH DE number 1997540 (Why is no real title available?)
• Hybrid control variates-based simulation method for structural reliability analysis of some problems with low failure probability
• Introduction to Derivative-Free Optimization
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• Testing Unconstrained Optimization Software
• The calculus of simplex gradients
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Using simplex gradients of nonsmooth functions in direct search methods

Cited in

(9)

• Approximating the diagonal of a Hessian: which sample set of points should be used
• The calculus of simplex gradients
• Efficient calculation of regular simplex gradients
• Error bounds for overdetermined and underdetermined generalized centred simplex gradients
• Using orthogonally structured positive bases for constructing positive \(k\)-spanning sets with cosine measure guarantees
• \(Q\)-fully quadratic modeling and its application in a random subspace derivative-free method
• Adapting the centred simplex gradient to compensate for misaligned sample points
• Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
• A discussion on variational analysis in derivative-free optimization

Describes a project that uses

Uses Software

• IMFIL
• KELLEY
• minpack

This page was built for publication: Calculus identities for generalized simplex gradients: rules and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5853722)