Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
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Publication:715240
DOI10.1007/s10107-012-0578-zzbMath1254.65072arXiv1306.5729OpenAlexW2106120648WikidataQ58040551 ScholiaQ58040551MaRDI QIDQ715240
Michael Martin A. S. Bandeira, Luis Nunes Vicente, Katya Scheinberg
Publication date: 2 November 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5729
algorithmnumerical examplesrandom samplingderivative-free optimizationsparse recoverycompressed sensing\(\ell _{1}\)-minimizationinterpolation-based trust-region methodssparse quadratic polynomial interpolation models
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Interior-point methods (90C51)
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