minimum frobenius norm models – Optimization Online

On the use of polynomial models in multiobjective directional direct search

Published: 2019/08/02, Updated: 2020/08/04

Nonlinear Optimization derivative-free optimization, direct search, minimum frobenius norm models, multiobjective optimization, quadratic polynomial interpolation and regression

Polynomial interpolation or regression models are an important tool in Derivative-free Optimization, acting as surrogates of the real function. In this work, we propose the use of these models in the multiobjective framework of directional direct search, namely the one of Direct Multisearch. Previously evaluated points are used to build quadratic polynomial models, which are … Read more

Incorporating Minimum Frobenius Norm Models in Direct Search

Published: 2008/10/24

Ana Luisa Custódio

Luis Nunes Vicente

Humberto Rocha

Optimization Software Benchmark, Unconstrained Optimization data profiles, derivative-free optimization, direct search, generalized pattern search, minimum frobenius norm models, search step

The goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of previously evaluated points generated … Read more