Global Convergence of Radial Basis Function Trust-Region Algorithms for Derivative-Free Optimization

DOI10.1137/120902434zbMath1270.65028OpenAlexW2092101161MaRDI QIDQ2840355

Stefan M. Wild, Christine A. Shoemaker

Publication date: 18 July 2013

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/364dbc7358efa3d0dd6bb3d0dacb433d0692902f

zbMATH Keywords

global convergencenumerical resultsradial basis functionsderivative-free trust-region algorithmsORBIT algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Interior-point methods (90C51)

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Uses Software

• mctoolbox

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