Derivative-Free Trust Region

Derivative-Free Trust Region#

Learning Objectives#

After working through this topic, you should be able to:

Explain the idea underlying the derivative-free trust region optimization algorithm
Discuss the advantages and disadvantages of using this algorithm

Materials#

Here are the slide(s).

Quiz#

What is the main idea behind derivative-free trust region algorithm?

Iteratively updating parameter values based on gradient descentUsing heuristics to find the optimal parameter combinationSystematically exploring a predefined set of parameter valuesEmploying trust regions to restrict parameter updates within a localized region where a surrogate model based on interpolation or regression approximates the objective functionRandomly selecting parameter values within specified bounds

The derivative-based trust region algorithm could get "stuck" in a region with a local minimum

TrueFalse

Derivative-Free Trust Region

Contents

Derivative-Free Trust Region#

Learning Objectives#

Materials#

Quiz#