Four Hessian-informed trust-region filter variants using low- and high-fidelity surrogates reduce iterations and black-box evaluations by up to an order of magnitude on 25 benchmarks and five engineering cases while lowering tuning sensitivity.
Summing from π= πβ² to π=πβ²+π gives β (π(π)βπ(π+1)) πβ²+π π=πβ² β₯ πΎπ β π(π) πβ²+π π=πβ²
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Trust-region filter algorithms utilizing Hessian information for gray-box optimization
Four Hessian-informed trust-region filter variants using low- and high-fidelity surrogates reduce iterations and black-box evaluations by up to an order of magnitude on 25 benchmarks and five engineering cases while lowering tuning sensitivity.