pith:PME675QG
Accuracy and Relationships of Quadratic Models in Derivative-free Optimization
Three quadratic models in derivative-free optimization all satisfy fully linear error bounds without assuming bounded model Hessians.
arxiv:2605.12819 v1 · 2026-05-12 · math.OC · cs.NA · math.NA
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Claims
We establish fully linear error bounds for all three models, removing the uniformly bounded model Hessian assumption required in existing MN analyses and deriving the first such results for the QS model. We further analyze Hessian approximation accuracy via directional error bounds, showing that all three models achieve fully quadratic accuracy along sample directions under a mild condition on the sample set.
The mild geometric condition on the sample set required for directional fully quadratic accuracy, together with standard twice-differentiability of the objective function; if the sample geometry fails, the directional Hessian claims may not hold.
The paper derives fully linear error bounds for minimum norm, minimum Frobenius norm, and quadratic generalized simplex derivative models, establishes directional fully quadratic Hessian accuracy under mild sample set conditions, and characterizes when the models coincide.
References
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| First computed | 2026-05-18T03:09:12.259097Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
7b09eff606764f8bc30d0cd5156052a188379c09cbe5ddf9b3739973ce5c00b0
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Canonical record JSON
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