SIAMSC
2008
13 years 11 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...
ENGL
2007
13 years 11 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...