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Generalized Simplex Gradient error bound
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Classroom Contents
Gradient and Hessian Approximations for Model-based Blackbox Optimization
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- 1 Gradient and Hessian Approximations for Model-based Blackbox Optimization
- 2 Solid state tank design
- 3 Optimizing the design
- 4 Order-N accuracy at x
- 5 Newton's Method
- 6 Proof
- 7 Models from gradients
- 8 A cleaner approach
- 9 Generalizing the Simplex Gradient
- 10 Pseudo inverses
- 11 Generalized Simplex Gradient error bound
- 12 Centred Simplex Gradients
- 13 Adjusted generalized centred simplex gradient
- 14 Adjusted Centred Simplex Gradient
- 15 A simpler approach
- 16 Generalized Simplex Hessian
- 17 Summary
- 18 Open directions
