Escaping local minima with local derivative-free methods: a numerical investigation

• Published in: Optimization Vol. 71; no. 8; pp. 2343 - 2373
• Main Authors: Cartis, Coralia, Roberts, Lindon, Sheridan-Methven, Oliver
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 03.08.2022; Taylor & Francis LLC
• Subjects: Derivative-free optimization; Global optimization; Mathematical models; Minima; Numerical methods; Optimization; Response surface methodology; Solvers; trust region methods

We investigate the potential of applying a state-of-the-art, local derivative-free solver, Py-BOBYQA to global optimization problems. In particular, we demonstrate the potential of a restarts procedure - as distinct from multistart methods - to allow Py-BOBYQA to escape local minima (where ordinaril...