CONORBIT: constrained optimization by radial basis function interpolation in trust regions
DOI10.1080/10556788.2016.1226305zbMATH Open1367.65091OpenAlexW2526305524MaRDI QIDQ5268937FDOQ5268937
Rommel G. Regis, Stefan M. Wild
Publication date: 21 June 2017
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://www.osti.gov/biblio/1373699
constrained optimizationnumerical resultradial basis function interpolationtrust regionsimulation-based optimizationblack-box optimizationderivative-free algorithmcomputationally expensive functionfully linear model
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of reduced gradient type (90C52)
Cites Work
- Recent progress in unconstrained nonlinear optimization without derivatives
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- A Progressive Barrier for Derivative-Free Nonlinear Programming
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- Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization
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- Nonsmooth optimization through mesh adaptive direct search and variable neighborhood search
- Using Sampling and Simplex Derivatives in Pattern Search Methods
- Geometry of interpolation sets in derivative free optimization
- ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
- Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms
Cited In (7)
- Adaptive multi-surrogate-based constrained optimization method and its application
- Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method
- Sensitivity Prewarping for Local Surrogate Modeling
- CONORBIT
- Derivative-free bound-constrained optimization for solving structured problems with surrogate models
- Accelerated random search for constrained global optimization assisted by radial basis function surrogates
- Derivative-free optimization methods
Uses Software
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