Oktay Günlük, Jayant R. Kalagnanam, et al.
Journal of Global Optimization
We develop a framework for a class of derivative-free algorithms for the least-squares minimization problem. These algorithms are designed to take advantage of the problem structure by building polynomial interpolation models for each function in the least-squares minimization. Under suitable conditions, global convergence of the algorithm is established within a trust region framework. Promising numerical results indicate the algorithm is both efficient and robust. Numerical comparisons are made with standard derivative-free software packages that do not exploit the special structure of the least-squares problem or that use finite differences to approximate the gradients. © 2010 Society for Industrial and Applied Mathematics.
Oktay Günlük, Jayant R. Kalagnanam, et al.
Journal of Global Optimization
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SPI-IEI 2014
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