Êtes-vous un étudiant de l'EPFL à la recherche d'un projet de semestre?
Travaillez avec nous sur des projets en science des données et en visualisation, et déployez votre projet sous forme d'application sur Graph Search.
Derivative-free optimization involves the methods used to minimize an expensive objective functionwhen its derivatives are not available. We present here a trust-region algorithmbased on Radial Basis Functions (RBFs). The main originality of our approach is the use of RBFs to build the trust-region models and our management of the interpolation points based on Newton fundamental polynomials. Moreover the complexity of ourmethod is very attractive. We have tested the algorithmagainst the best state-of-theart methods (UOBYQA, NEWUOA, DFO). The tests on the problems from the CUTEr collection show that BOOSTERS is performing very well on medium-size problems. Moreover, it is able to solve problems of dimension 200, which is considered very large in derivative-free optimization.
Denis Gillet, Isabelle Barbara Marie-Hélène Cardia, Juan Carlos Farah, Maria Gaci
Quentin Christian Becker, Mike Yan Michelis