A deterministic algorithm to compute the cosine measure of a finite positive spanning set

DOI10.1007/S11590-020-01587-YMaRDI QIDQ2192976zbMATH OpenOpenAlexFDO

Authors Gabriel Jarry-Bolduc, Warren L. Hare

Publication date 24 August 2020

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.03507

zbMATH Keywords

cosine measurepositive basispositive spanning set

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56)

Abstract: Originally developed in 1954, positive bases and positive spanning sets have been found to be a valuable concept in derivative-free optimization (DFO). The quality of a positive basis (or positive spanning set) can be quantified via the {em cosine measure} and convergence properties of certain DFO algorithms are intimately linked to the value of this measure. However, it is unclear how to compute the cosine measure for a positive basis from the definition. In this paper, a deterministic algorithm to compute the cosine measure of any positive basis or finite positive spanning set is provided. The algorithm is proven to return the exact value of the cosine measure in finite time.

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Cited in

(7)

• On the properties of the cosine measure and the uniform angle subspace
• Positive bases with maximal cosine measure
• Positive bases in numerical optimization
• Direct Search Based on Probabilistic Descent in Reduced Spaces
• Using orthogonally structured positive bases for constructing positive \(k\)-spanning sets with cosine measure guarantees
• Nicely structured positive bases with maximal cosine measure
• The cosine measure relative to a subspace

Describes a project that uses

Uses Software

• PSwarm
• IMFIL
• OrthoMADS

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