Improved strategies for radial basis function methods for global optimization

DOI10.1007/S10898-006-9040-1zbMath1149.90120OpenAlexW1989011358MaRDI QIDQ868637

Rommel G. Regis, Christine A. Shoemaker

Publication date: 6 March 2007

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-006-9040-1

zbMATH Keywords

global optimizationradial basis functionexpensive objective function

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

• Matlab
• NLPLIB
• OPERA
• TOMLAB
• DFO
• WEDGE
• COBYLA2
• UOBYQA
• EGO
• Optimization Toolbox

Cites Work

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• Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
• A wide class of test functions for global optimization
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• On the Convergence of Pattern Search Algorithms
• Stochastic global optimization methods part II: Multi level methods
• Radial Basis Functions
• Introduction to global optimization.
• A radial basis function method for global optimization
• Wedge trust region method for derivative free optimization.

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