Abstract
A supporting-point placement scheme is presented that is used for calculating function derivatives by the method of differences as well as a quadratic response-surface approximation. The placement scheme unifies the Newton (NM) and response-surface (RSM) methods in the limiting case when the point-set distance parameter for the RSM is chosen as small as that for obtaining the derivatives needed by the NM. Two new RSM minimization strategies with and without line searches are presented. The numerical performance of the algorithms is studied by using well-known test functions and the paths through the two-dimensional variables space are plotted for easier interpretation of the performance results. The results are compared with results of numerical experiments found in the literature.
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Kress, G., Ermanni, P. Comparison between Newton and response-surface methods. Struct Multidisc Optim 30, 368–380 (2005). https://doi.org/10.1007/s00158-004-0458-0
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DOI: https://doi.org/10.1007/s00158-004-0458-0