A surrogate management framework using rigorous trust-regions steps

Surrogate models and heuristics are frequently used in the optimization engineering community as convenient approaches to deal with functions for which evaluations are expensive or noisy, or lack convexity. These methodologies do not typically guarantee any type of convergence under reasonable assumptions and frequently render slow convergence. In this paper we will show how to … Read more

A surrogate management framework using rigorous trust-regions steps

Surrogate models and heuristics are frequently used in the optimization engineering community as convenient approaches to deal with functions for which evaluations are expensive or noisy, or lack convexity. These methodologies do not typically guarantee any type of convergence under reasonable assumptions and frequently render slow convergence. In this paper we will show how to … Read more