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

DOI10.1287/IJOC.1100.0424MaRDI QIDQ2899150zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

metamodelsandwich algorithmapproximation convexity

Mathematics Subject Classification ID

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

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