Performance Evaluation of ORBIT Algorithm to Some Effective Parameters
ORBIT is a derivative-free trust-region framework that employs a radial basis function (RBF) interpolation to solve the computationally expensive optimization problems. The accuracy and stability of RBF interpolation depend on a so-called shape parameter, the type of RBF and the number of data points. So it is more appropriate to determine these parameters properly. In this paper, we evaluate the performance of the ORBIT algorithm by different types of RBF, different numbers of data points and different shape parameter values. We utilize Dolan-More performance profile and More-Wild data profile to investigate the performance of algorithms. Finally, based on this numerical study we proposed some recommendations for the type of RBF, the number of data points and the shape parameter value.
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A new trust-region algorithm based on radial basis function interpolation
Mohammad Ahmadvand*, , Ahmad Kamandi, Farajollah Mohammadi Yaghoobi
Journal of Mathematical Researches, -
A RBF partition of unity collocation method based on a finite difference scheme to solve parabolic stochastic partial differential equations
*, Omid Chatrabgoun, Maryam Shafa
Journal of Mathematical Researches,