A Radial Basis Function Method for Global Optimization

@article{Gutmann2001ARB,
  title={A Radial Basis Function Method for Global Optimization},
  author={Hans-Martin Gutmann},
  journal={J. Global Optimization},
  year={2001},
  volume={19},
  pages={201-227}
}
We introduce a method that aims to nd the global minimum of a continuous nonconvex function on a compact subset of IR d. It is assumed that function evaluations are expensive and that no additional information is available. Radial basis function interpolation is used to deene a utility function. The maximizer of this function is the next point where the objective function is evaluated. We show that, for most types of radial basis functions that are considered in this paper, convergence can be… CONTINUE READING
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