quadratic model

Calibration by Optimization Without Using Derivatives

  • Florian Jarre
  • Markus Lazar
    • Categories Bound-constrained Optimization, Mechanical Engineering, Optimization Software and Modeling Systems Tags , , ,

    Applications in engineering frequently require the adjustment of certain parameters. While the mathematical laws that determine these parameters often are well understood, due to time limitations in every day industrial life, it is typically not feasible to derive an explicit computational procedure for adjusting the parameters based on some given measurement data. This paper aims … Read more

    Piecewise quadratic approximations in convex numerical optimization

  • Annabella Astorino
  • Antonio Frangioni
  • Manlio Gaudioso
  • Enrico Gorgone
    • Categories Convex Optimization Tags , ,

    We present a bundle method for convex nondifferentiable minimization where the model is a piecewise quadratic convex approximation of the objective function. Unlike standard bundle approaches, the model only needs to support the objective function from below at a properly chosen (small) subset of points, as opposed to everywhere. We provide the convergence analysis for … Read more