Boosters: A Derivative-Free Algorithm Based on Radial Basis Functions

Autor:	Rodrigue Oeuvray, Michel Bierlaire
Rok vydání:	2009
Předmět:	Mathematical optimization NEWUOA CUTEr Dimension (vector space) UOBYQA Hardware and Architecture Mechanics of Materials Modeling and Simulation Derivative-free optimization Radial basis function Electrical and Electronic Engineering Algorithm Software Interpolation Mathematics
Zdroj:	International Journal of Modelling and Simulation. 29:26-36
ISSN:	1925-7082 0228-6203
DOI:	10.1080/02286203.2009.11442507
Popis:	Derivative-free optimization involves the methods used to minimize an expensive objective functionwhen its derivatives are not available. We present here a trust-region algorithmbased on Radial Basis Functions (RBFs). The main originality of our approach is the use of RBFs to build the trust-region models and our management of the interpolation points based on Newton fundamental polynomials. Moreover the complexity of ourmethod is very attractive. We have tested the algorithmagainst the best state-of-theart methods (UOBYQA, NEWUOA, DFO). The tests on the problems from the CUTEr collection show that BOOSTERS is performing very well on medium-size problems. Moreover, it is able to solve problems of dimension 200, which is considered very large in derivative-free optimization.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1739bf7c47c5d4bc452911cfe16b1068 https://doi.org/10.1080/02286203.2009.11442507 Zobrazit plný text záznamu