SIAMSC
2008
14 years 10 months ago
2008
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
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ENGL
2007
14 years 10 months ago
2007
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...