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math.OC2026
Polling Set Construction and Worst-Case Complexity for Direct Search under Polyhedral Convex Constraints
Lindon Roberts, Clément W. Royer
Direct search is one of the most popular derivative-free optimization paradigms, that relies on exploring the variable space using polling directions. To analyze and implement dire…
math.OC2026
Accuracy and Relationships of Quadratic Models in Derivative-free Optimization
Yiwen Chen, Warren Hare, Lindon Roberts
We study three quadratic models in model-based derivative-free optimization: the minimum norm (MN), minimum Frobenius norm (MFN), and quadratic generalized simplex derivative (QS)…