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SIAMSC
2008
191views more  SIAMSC 2008»
8 years 11 months ago
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
Stefan M. Wild, Rommel G. Regis, Christine A. Shoe...
ENGL
2007
75views more  ENGL 2007»
8 years 11 months ago
Uncertainty Modeling for Expensive Functions: A Rank Transformation Approach
An uncertainty model for an expensive function greatly improves the effectiveness of a design decision based on the use of a less accurate function. In this paper, we propose a met...
J. Umakant, K. Sudhakar, P. M. Mujumdar, C. Raghav...
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