Relationships between full-space and subspace quadratic interpolation models and simplex derivatives

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Authors: Yiwen Chen
Cited by: 0

Abstract

Quadratic interpolation models and simplex derivatives are fundamental tools in numerical optimization, particularly in derivative-free optimization. When constructed in suitably chosen affine subspaces, these tools have been shown to be especially effective for high-dimensional derivative-free optimization problems, where full-space model construction is often impractical. In this paper, we analyze the relationships between full-space and subspace formulations of these tools. In particular, we derive explicit conversion formulas between full-space and subspace models, including minimum-norm models, minimum Frobenius norm models, least Frobenius norm updating models, as well as models constructed via generalized simplex gradients and Hessians. We show that the full-space and subspace models coincide on the affine subspace and, in general, along directions in the orthogonal complement. Overall, our results provide a theoretical framework for understanding subspace approximation techniques and offer insight into the design and analysis of derivative-free optimization methods.

Fields of Study & Subjects

Advanced Optimization Algorithms Research Optimization and Variational Analysis Matrix Theory and Algorithms

Publication details

Journal / source
arXiv (Cornell University)
Publication date
10 February 2026
Language
EN
Document type
Preprint