We derive bounds for the objective errors and gradient residuals when finding approximations to the solution of common regularized quadratic optimization problems within evolving Krylov spaces. These provide upper bounds on the number of iterations required to achieve a given stated accuracy. We illustrate the quality of our bounds on given test examples. CitationTechnical Report … Read more
Approximation algorithms like sum-up rounding that allow to compute integer-valued approximations of the continuous controls in a weak$^*$ sense have attracted interest recently. They allow to approximate (optimal) feasible solutions of continuous relaxations of mixed-integer control problems (MIOCPs) with integer controls arbitrarily close. To this end, they use compactness properties of the underlying state equation, … Read more
In the recent years, there has been a considerable amount of work in the development of numerical methods for derivative free optimization problems. Some of this work relies on the management of the geometry of sets of sampling points for function evaluation and model building. In this paper, we continue the work developed in [Conn, … Read more
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