Sobolev seminorm of quadratic functions with applications to derivative-free optimization
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Publication:403635
DOI10.1007/S10107-013-0679-3zbMATH Open1315.90063arXiv1111.4576OpenAlexW2159413860MaRDI QIDQ403635FDOQ403635
Publication date: 29 August 2014
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Abstract: This paper studies the Sobolev seminorm of quadratic functions. The research is motivated by the least-norm interpolation that is widely used in derivative-free optimization. We express the seminorm of a quadratic function explicitly in terms of the Hessian and the gradient when the underlying domain is a ball. The seminorm gives new insights into least-norm interpolation. It clarifies the analytical and geometrical meaning of the objective function in least-norm interpolation. We employ the seminorm to study the extended symmetric Broyden update proposed by Powell. Numerical results show that the new thoery helps improve the performance of the update. Apart from the theoretical results, we propose a new method of comparing derivative-free solvers, which is more convincing than merely counting the numbers of function evaluations.
Full work available at URL: https://arxiv.org/abs/1111.4576
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Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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Cited In (8)
- Anisotropic Diffusion in Consensus-Based Optimization on the Sphere
- Least Frobenius norm updating of quadratic models that satisfy interpolation conditions
- Best practices for comparing optimization algorithms
- An optimal interpolation set for model-based derivative-free optimization methods
- A derivative-free algorithm for spherically constrained optimization
- Recent advances in trust region algorithms
- Hill-Climbing Algorithm with a Stick for Unconstrained Optimization Problems
- Derivative-free optimization methods
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