On the convergence of derivative-free methods for unconstrained optimization

Andy Conn, Katya Scheinberg, Philippe Toint

    Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter


    The purpose of this paper is to examine a broad class of derivative-free trust-region methods for unconstrained optimization inspired by the proposals of \citebb{Powe94b} and to derive a general framework in which reasonable global convergence results can be obtained. The developments make extensive use of an interpolation error bound derived by Sauer and Xu (1995) in the context of multivariate polynomial interpolation.
    Original languageEnglish
    Title of host publicationApproximation Theory and Optimization: Tributes to M. J. D. Powell
    EditorsA Iserles, M Buhmann
    Place of PublicationCambridge, UK
    PublisherCambridge University Press
    Number of pages26
    Publication statusPublished - 1997


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