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math.NA2024
A general framework for floating point error analysis of simplex derivatives
Yiwen Chen, Warren Hare, Amy Wiebe
Gradient approximations are a class of numerical approximation techniques that are of central importance in numerical optimization. In derivative-free optimization, most of the gra…
math.OC2024
The cosine measure relative to a subspace
Charles Audet, Warren Hare, Gabriel Jarry-Bolduc
The cosine measure was introduced in 2003 to quantify the richness of a finite positive spanning sets of directions in the context of derivative-free directional methods. A positiv…