An adaptive framework for costly black-box global optimization based on radial basis function interpolation

DOI10.1007/s10898-017-0599-5zbMath1401.90178OpenAlexW2778065156MaRDI QIDQ1753131

Zhe Zhou, Fu-Sheng Bai

Publication date: 25 May 2018

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-017-0599-5

zbMATH Keywords

global optimizationlocal searchglobal searchradial basis function interpolationresponse surface modelcostly black-box functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (1)

A stochastic adaptive radial basis function algorithm for costly black-box optimization

Uses Software

• DFO
• COBYLA2
• MLMSRBF
• UOBYQA
• EGO
• ORBIT

Cites Work

• Constrained global optimization of expensive black box functions using radial basis functions
• Improved strategies for radial basis function methods for global optimization
• Multi objective optimization of computationally expensive multi-modal functions with RBF surrogates and multi-rule selection
• Efficient global optimization of expensive black-box functions
• Recent progress in unconstrained nonlinear optimization without derivatives
• On trust region methods for unconstrained minimization without derivatives
• Algorithmic construction of optimal symmetric Latin hypercube designs.
• UOBYQA: unconstrained optimization by quadratic approximation
• Global optimization of costly nonconvex functions using radial basis functions
• A wide class of test functions for global optimization
• A quasi-multistart framework for global optimization of expensive functions using response surface models
• Global optimization of stochastic black-box systems via sequential kriging meta-models
• Global Convergence of Radial Basis Function Trust-Region Algorithms for Derivative-Free Optimization
• A Stochastic Radial Basis Function Method for the Global Optimization of Expensive Functions
• Parallel Stochastic Global Optimization Using Radial Basis Functions
• ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
• An Algorithm for Finding Best Matches in Logarithmic Expected Time
• A radial basis function method for global optimization
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