1 citations · 1 across the 5 of their papers we have counts for
5 papers
Relationships between full-space and subspace quadratic interpolation models and simplex derivatives
Yiwen Chen
Quadratic interpolation models and simplex derivatives are fundamental tools in numerical optimization, particularly in derivative-free optimization. When constructed in suitably c…
CLARSTA: A random subspace trust-region algorithm for convex-constrained derivative-free optimization
Yiwen Chen, Warren Hare, Amy Wiebe
This paper proposes a random subspace trust-region algorithm for general convex-constrained derivative-free optimization (DFO) problems. Similar to previous random subspace DFO met…
Determining inscribability of polytopes via rank minimization based on slack matrices
Yiwen Chen, João Gouveia, Warren Hare +1
A polytope is inscribable if there is a realization where all vertices lie on the sphere. In this paper, we provide a necessary and sufficient condition for a polytope to be inscri…
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…
-fully Quadratic Modeling and its Application in a Random Subspace Derivative-free Method
Yiwen Chen, Warren Hare, Amy Wiebe
Model-based derivative-free optimization (DFO) methods are an important class of DFO methods that are known to struggle with solving high-dimensional optimization problems. Recent…