194 citations · 285 across the 9 of their papers we have counts for
8 papers · 1 filter
Hessian approximations
Warren Hare, Gabriel Jarry-Bolduc, Chayne Planiden
This work introduces the nested-set Hessian approximation, a second-order approximation method that can be used in any derivative-free optimization routine that requires such infor…
A deterministic algorithm to compute the cosine measure of a finite positive spanning set
Warren Hare, Gabriel Jarry-Bolduc
Originally developed in 1954, positive bases and positive spanning sets have been found to be a valuable concept in derivative-free optimization (DFO). The quality of a positive ba…
The chain rule for VU-decompositions of nonsmooth functions
Warren Hare, Chayne Planiden, Claudia Sagastizábal
In Variational Analysis, VU-theory provides a set of tools that is helpful for understanding and exploiting the structure of nonsmooth functions. The theory takes advantage of the…
A derivative-free -algorithm for convex finite-max problems
Warren Hare, Chayne Planiden, Claudia Sagastizábal
The -algorithm is a superlinearly convergent method for minimizing nonsmooth, convex functions. At each iteration, the algorithm works with a certain -sp…
Best practices for comparing optimization algorithms
Vahid Beiranvand, Warren Hare, Yves Lucet
Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation. In this paper, we sys…
Visualization of the ε-Subdifferential of Piecewise Linear-Quadratic Functions
Anuj Bajaj, Warren Hare, Yves Lucet
Computing explicitly the ε-subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting…