Published: April 10, 2018

discussion of paper "Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions"
 

The authors (Regis et al.) propose an iterative response-surface model for optimization which is well suited to nonlinear constraints on nonconvex objectives, and is meant to allow relatively fast optimization for high-dimensional problems. We will discuss this paper.

References:

"Constrained Global Optimization of Expensive Black Box Functions Using Radial Basis Functions" by Regis, Rommel G; Shoemaker, Christine A. Journal of Global Optimization; Dordrecht Vol. 31, Iss. 1,  (Jan 2005): 153-171. https://search.proquest.com/docview/194645990

For a larger context, see Gutmann 2001 https://search.proquest.com/docview/194642145

And an extension, by the same author: Regis 2011: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.711.8008&rep=rep1&type=pdf