The calculus of simplex gradients

DOI10.1007/s11590-014-0815-xzbMath1351.90168OpenAlexW2143104984MaRDI QIDQ2355312

Rommel G. Regis

Publication date: 22 July 2015

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-014-0815-x

zbMATH Keywords

derivative-free optimizationMoore-Penrose pseudoinverseblack-box optimizationminimum norm least squares solutionsimplex gradientlinear interpolation and regression

Mathematics Subject Classification ID

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

Related Items (14)

A discussion on variational analysis in derivative-free optimization ⋮ Global optimization using \(q\)-gradients ⋮ Compositions of convex functions and fully linear models ⋮ Efficient calculation of regular simplex gradients ⋮ Nonsmooth spectral gradient methods for unconstrained optimization ⋮ Using orthogonally structured positive bases for constructing positive \(k\)-spanning sets with cosine measure guarantees ⋮ Gradient free cooperative seeking of a moving source ⋮ Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in \(\mathrm{IR}^n\) ⋮ Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling ⋮ Limiting behavior of derivative approximation techniques as the number of points tends to infinity on a fixed interval in \(\mathbb{R}\) ⋮ Improving the Flexibility and Robustness of Model-based Derivative-free Optimization Solvers ⋮ Derivative-free optimization methods ⋮ Approximating the diagonal of a Hessian: which sample set of points should be used ⋮ Calculus Identities for Generalized Simplex Gradients: Rules and Applications

Uses Software

• IMFIL
• KELLEY

Cites Work

• Geometry of interpolation sets in derivative free optimization
• Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
• On the Convergence of Pattern Search Algorithms
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• Using simplex gradients of nonsmooth functions in direct search methods
• Introduction to Derivative-Free Optimization
• An Initialization Strategy for High-Dimensional Surrogate-Based Expensive Black-Box Optimization
• Benchmarking Derivative-Free Optimization Algorithms
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Unnamed Item
• Unnamed Item

This page was built for publication: The calculus of simplex gradients