A method for approximating univariate convex functions using only function value evaluations

DOI10.1287/IJOC.1100.0424zbMATH Open1243.90173OpenAlexW3121216003MaRDI QIDQ2899150FDOQ2899150

Authors: A. Y. D. Siem, D. Den Hertog, A. L. Hoffmann 

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/855757/dp2007-67.pdf

Recommendations

• Sandwich approximation of univariate convex functions with an application to separable convex programming
• scientific article; zbMATH DE number 2246252
• A method for convex curve approximation
• The convergence rate of the sandwich algorithm for approximating convex functions
• A class of algorithms for computing the minimal value of a convex functionfover[0 1]^kwithin accuracy ∊, when the evaluations offare made within accuracy ∊

zbMATH Keywords

metamodelsandwich algorithmapproximation convexity

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Cited In (6)

• Approximating convex functions via non-convex oracles under the relative noise model
• Approximation in p-norm of univariate concave functions
• Title not available (Why is that?)
• The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves
• Real-Time Radiation Treatment Planning with Optimality Guarantees via Cluster and Bound Methods
• Resource allocation problems with expensive function evaluations

Uses Software

• AIMMS

This page was built for publication: A method for approximating univariate convex functions using only function value evaluations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2899150)