Derivative-Free Multiobjective Trust Region Descent Method Using Radial Basis Function Surrogate Models
نویسندگان
چکیده
منابع مشابه
Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms
We analyze globally convergent derivative-free trust region algorithms relying on radial basis function interpolation models. Our results extend the recent work of Conn, Scheinberg, and Vicente to fully linear models that have a nonlinear term. We characterize the types of radial basis functions that fit in our analysis and thus show global convergence to first-order critical points for the ORB...
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We analyze globally convergent, derivative-free trust-region algorithms relying on radial basis function interpolation models. Our results extend the recent work of Conn, Scheinberg, and Vicente [SIAM J. Optim., 20 (2009), pp. 387–415] to fully linear models that have a nonlinear term. We characterize the types of radial basis functions that fit in our analysis and thus show global convergence ...
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ژورنال
عنوان ژورنال: Mathematical and Computational Applications
سال: 2021
ISSN: 2297-8747
DOI: 10.3390/mca26020031