Optimizing radial basis functions by d.c. programming and its use in direct search for global derivative-free optimization

In this paper, we address the global optimization of functions subject to bound and linear constraints without using derivatives of the objective function. We investigate the use of derivative-free models based on radial basis functions (RBFs) in the search step of direct-search methods of direction...

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Bibliographic Details
Published in:	TOP Vol. 20; no. 1; pp. 190 - 214
Main Authors:	Le Thi, H. A., Vaz, A. I. F., Vicente, L. N.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.04.2012 Springer Springer Verlag
Subjects:	Business and Management Computer Science Economic Theory/Quantitative Economics/Mathematical Methods Economics Finance Industrial and Production Engineering Insurance Management Operations Research/Decision Theory Optimization Original Paper Statistics for Business Global optimization Radial basis functions DCA 90C30 90C56 d.c. programming Search step 90C26 Direct-search methods Derivative-free optimization
ISSN:	1134-5764, 1863-8279
Online Access:	Get full text
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