ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
نویسندگان
چکیده
منابع مشابه
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolating Radial Basis Function (RBF) models is employed. The RBF models considered often allow ORBIT to interpolate nonlinear functions using fewer function evaluations than the polynomial models considered by present techniques. App...
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This paper presents CONORBIT, a derivative-free algorithm for constrained black-box optimization where the objective and constraint functions are computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function (RBF) models for the objective and constraint functions and is an extension of the ORBIT algorithm (Wild, Regis, and Shoemaker 2008). It...
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Optimization using radial basis functions as an interpolation tool in trust-region (ORBIT), is a derivative-free framework based on fully linear models to solve unconstrained local optimization, especially when the function evaluations are computationally expensive. This algorithm stores the interpolation points and function values to using at subsequent iterations. Despite the comparatively ad...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2008
ISSN: 1064-8275,1095-7197
DOI: 10.1137/070691814