A globally convergent trust-region algorithm for unconstrained derivative-free optimization

In this work we explicit a derivative-free trust-region algorithm for unconstrained optimization based on the paper (Computational Optimization and Applications 53: 527-555, 2012) proposed by Powell. The objective function is approximated by quadratic models obtained by polynomial interpolation. The number of points of the interpolation set is fixed. In each iteration only one interpolation point … Read more