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Book Chapter

An Algorithm using Quadratic Interpolation for Unconstrained Derivative Free Optimization

  • Conn A
  • Toint P
Springer US, (1996), 27-47
DOI: 10.1007/978-1-4899-0289-4_3
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Abstract

S2 TL;DR: This paper explores the use of multivariate interpolation techniques in the context of methods for unconstrained optimization that do not require derivative of the objective function and proposes a new algorithm that uses quadratic models in a trust region framework.

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Conn, A. R., & Toint, P. L. (1996). An Algorithm using Quadratic Interpolation for Unconstrained Derivative Free Optimization. In Nonlinear Optimization and Applications (pp. 27–47). Springer US. https://doi.org/10.1007/978-1-4899-0289-4_3

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