Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/12915

TitleOptimizing radial basis functions by D.C. programming and its use in direct search for global derivative-free optimization
Author(s)Le Thi, H. A.
Vaz, A. Ismael F.
Vicente, L. N.
KeywordsGlobal optimization
Derivative-free optimization
Direct-search methods
Search step
Radial basis functions
D. C. programming
DCA
Issue date2012
PublisherSpringer
JournalTOP
Abstract(s)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 directional type. We also study the application of algorithms based on difference of convex (d.c.) functions programming to solve the resulting subproblems which consist of the minimization of the RBF models subject to simple bounds on the variables. Extensive numerical results are reported with a test set of bound and linearly constrained problems.
TypeArticle
URIhttp://hdl.handle.net/1822/12915
DOI10.1007/s11750-011-0193-9
ISSN1134-5764
1863-8279
Publisher versionA publicação original está disponível em www.springerlink.com
Peer-Reviewedyes
AccessRestricted access (UMinho)
Appears in Collections:LES/ALG - Artigos em revistas científicas internacionais com arbitragem

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