Sobolev seminorm of quadratic functions with applications to derivative-free optimization

• 成果类型: Article
• 署名作者: Zhang, Zaikun
• 署名单位: Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-013-0679-3
• 发表日期: 2014
• 页码: 77-96
• 关键词: trust region methods; direct search; minimization; models

摘要

This paper studies the Sobolev seminorm of quadratic functions. The research is motivated by the least-norm interpolation that is widely used in derivative-free optimization. We express the seminorm of a quadratic function explicitly in terms of the Hessian and the gradient when the underlying domain is a ball. The seminorm gives new insights into least-norm interpolation. It clarifies the analytical and geometrical meaning of the objective function in least-norm interpolation. We employ the seminorm to study the extended symmetric Broyden update proposed by Powell. Numerical results show that the new thoery helps improve the performance of the update. Apart from the theoretical results, we propose a new method of comparing derivative-free solvers, which is more convincing than merely counting the numbers of function evaluations.