derivative-free optimization

Error Estimates and Poisedness in Multivariate Polynomial Interpolation

  • Andrew R. Conn
  • Katya Scheinberg
  • Luis Nunes Vicente
    • Categories Applications - Science and Engineering, Nonlinear Optimization Tags , , ,

    We show how to derive error estimates between a function and its interpolating polynomial and between their corresponding derivatives. The derivation is based on a new definition of well-poisedness for the interpolation set, directly connecting the accuracy of the error estimates with the geometry of the points in the set. This definition is equivalent to … Read more

    Pattern search algorithms for mixed variable programming

  • Charles Audet
  • John E. Dennis, Jr.
    • Categories (Mixed) Integer Nonlinear Programming, Bound-constrained Optimization Tags , , , ,

    Many engineering optimization problems involve a special kind of discrete variable that {\em can} be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implications: The standard approach of solving problems with continuous … Read more