Global convergence of radial basis function trust-region algorithms for derivative-free optimization
DOI10.1137/120902434zbMATH Open1270.65028OpenAlexW2092101161MaRDI QIDQ2840355FDOQ2840355
Authors: 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
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numerical resultsglobal convergenceradial basis functionsderivative-free trust-region algorithmsORBIT algorithm
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Derivative-free methods and methods using generalized derivatives (90C56)
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- Gradient and diagonal Hessian approximations using quadratic interpolation models and aligned regular bases
- On the implementation of a global optimization method for mixed-variable problems
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- Derivative-free optimization for population dynamic models
- Purposeful cross-validation: a novel cross-validation strategy for improved surrogate optimizability
- GOSAC: global optimization with surrogate approximation of constraints
- Adaptive surrogate-based harmony search algorithm for design optimization of variable stiffness composite materials
- SOCEMO: Surrogate Optimization of Computationally Expensive Multiobjective Problems
- Integration of expert knowledge into radial basis function surrogate models
- A frame-based conjugate gradients direct search method with radial basis function interpolation model
- Derivative-free robust optimization by outer approximations
- Multi objective optimization of computationally expensive multi-modal functions with RBF surrogates and multi-rule selection
- Metaheuristic vs. deterministic global optimization algorithms: the univariate case
- Controlling model trust with compactly supported smooth RBF
- Surrogate optimization of deep neural networks for groundwater predictions
- A derivative-free Gauss-Newton method
- ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
- Manifold sampling for \(\ell_1\) nonconvex optimization
- CONORBIT: constrained optimization by radial basis function interpolation in trust regions
- An adaptive framework for costly black-box global optimization based on radial basis function interpolation
- Recent advances in trust region algorithms
- Surrogate Optimization of Computationally Expensive Black-Box Problems with Hidden Constraints
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization
- Performance evaluation of ORBIT algorithm to some effective parameters
- A stochastic adaptive radial basis function algorithm for costly black-box optimization
- Derivative-free optimization methods
- Global convergence of radial basis function trust region derivative-free algorithms
- An algorithmic framework for the optimization of computationally expensive bi-fidelity black-box problems
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