Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
From MaRDI portal
Publication:820723
Recommendations
- On the use of quadratic models in unconstrained minimization without derivatives
- Approximating the diagonal of a Hessian: which sample set of points should be used
- A theoretical and empirical comparison of gradient approximations in derivative-free optimization
- Accurate numerical partials with applications to optimization
- Gradient Approximation on Uniform Meshes by Finite Differences and Cubic Spline Interpolation
Cites work
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- A Hitchhiker's guide to automatic differentiation
- A Simplex Method for Function Minimization
- Adaptive Interpolation Strategies in Derivative-Free Optimization: a case study
- An implicit filtering algorithm for derivative-free multiobjective optimization with box constraints
- An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
- Calculus identities for generalized simplex gradients: rules and applications
- Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
- Derivative-free and blackbox optimization
- Efficient calculation of regular simplex gradients
- Frame based methods for unconstrained optimization
- Geometry of interpolation sets in derivative free optimization
- Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
- Global convergence of radial basis function trust-region algorithms for derivative-free optimization
- scientific article; zbMATH DE number 1552017 (Why is no real title available?)
- scientific article; zbMATH DE number 6982909 (Why is no real title available?)
- scientific article; zbMATH DE number 772597 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Introduction to Derivative-Free Optimization
- On the geometry phase in model-based algorithms for derivative-free optimization
- Random gradient-free minimization of convex functions
- Recent progress in unconstrained nonlinear optimization without derivatives
- Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation
- Uniform simplex of an arbitrary orientation
Cited in
(5)- Approximating the diagonal of a Hessian: which sample set of points should be used
- Quadratic regularization methods with finite-difference gradient approximations
- Ensemble-Based Gradient Inference for Particle Methods in Optimization and Sampling
- A matrix algebra approach to approximate Hessians
- Using generalized simplex methods to approximate derivatives
This page was built for publication: Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q820723)