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math.OC2013
Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization
Afonso S. Bandeira, Katya Scheinberg, Luis Nunes Vicente
Interpolation-based trust-region methods are an important class of algorithms for Derivative-Free Optimization which rely on locally approximating an objective function by quadrati…
math.OC2013★ 1 cited
Convergence of trust-region methods based on probabilistic models
Afonso S. Bandeira, Katya Scheinberg, Luis Nunes Vicente
In this paper we consider the use of probabilistic or random models within a classical trust-region framework for optimization of deterministic smooth general nonlinear functions.…