Boosters swMATH ID: 20609 Software Authors: R. Oeuvray, M. Bierlaire Description: BOOSTERS: A derivative-free algorithm based on radial basis functions. Derivative-free optimization (DFO) involves the methods used to minimize an expensive objective function when its derivatives are not available. We present here a trust-region algorithm based 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 our method is very attractive. We have tested the algorithm against the best state-of-the-art 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 DFO. Homepage: http://www.tandfonline.com/doi/abs/10.1080/02286203.2009.11442507 Related Software: ORBIT; UOBYQA; BOBYQA; COBYLA2; DFO; NEWUOA; KELLEY; MLMSRBF; WEDGE; IMFIL; DFO-GN; CONDOR; NOMAD; EGO; TAO; CUTEst; MultiMin; MOIF; ASTRO-DF; DGM Cited in: 12 Publications all top 5 Cited by 20 Authors 2 Regis, Rommel G. 2 Vicente, Luis Nunes 2 Wild, Stefan M. 1 Audet, Charles 1 Bai, Fusheng 1 Cartis, Coralia 1 Conn, Andrew Roger 1 Côté-Massicotte, Julien 1 Hare, Warren L. 1 Jarry-Bolduc, Gabriel 1 Larson, Jeffrey 1 Le Thi, Hoai An 1 Menickelly, Matt 1 Roberts, Lindon 1 Scheinberg, Katya 1 Shoemaker, Christine A. 1 Vaz, A. Ismael F. 1 Yuan, Ya-xiang 1 Zhang, Zaikun 1 Zhou, Zhe all top 5 Cited in 10 Serials 3 Mathematical Programming. Series A. Series B 1 Journal of Global Optimization 1 Numerical Algorithms 1 Top 1 Optimization Methods & Software 1 Acta Numerica 1 Optimization Letters 1 Set-Valued and Variational Analysis 1 Mathematical Programming Computation 1 Journal of the Operations Research Society of China Cited in 3 Fields 12 Operations research, mathematical programming (90-XX) 7 Numerical analysis (65-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year