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

  title={BOOSTERS : A Derivative-Free Algorithm Based on Radial Basis Functions},
  author={R. OEUVRAY and Michel Bierlaire},
Derivative-free optimization involves the methods used to minimize an expensive objective function when its derivatives are not available. We present here a trust-region algorithm based 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 our method is very attractive. We have tested the algorithm against the… CONTINUE READING
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