Approximating the diagonal of a Hessian: which sample set of points should be used
نویسندگان
چکیده
An explicit formula based on matrix algebra to approximate the diagonal entries of a Hessian with any number sample points is introduced. When derivative-free technique called generalized centered simplex gradient used gradient, then can be computed for only one additional function evaluation. error bound introduced and provides information form set that should matrix. If built in specific manner, it shown $\mathcal {O}({{\Delta }_{S}^{2}})$ accurate approximation matrix, where ΔS radius set.
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2022
ISSN: ['1017-1398', '1572-9265']
DOI: https://doi.org/10.1007/s11075-022-01304-z