Performance Evaluation of ORBIT Algorithm to Some Effective Parameters

Mohammad Ahmadvand, Mohsen Esmaeilbeigi, Farajollah Mohammadi Yaghoobi, Ahmad Kamandi

Abstract


‎ORBIT is a derivative-free trust-region framework that employs a radial basis function (RBF) interpolation to solve the computationally expensive optimization problems‎. ‎The accuracy and stability of RBF interpolation depend on a so-called shape parameter‎, ‎the type of RBF and the number of data points‎. ‎So it is more appropriate to determine these parameters properly‎. ‎In this paper‎, ‎we evaluate the performance of the ORBIT algorithm by different types of RBF‎, ‎different numbers of data points and different shape parameter values‎. ‎We utilize Dolan-More performance profile and More-Wild data profile to investigate the performance of algorithms‎. ‎Finally‎, ‎based on this numerical study we proposed some recommendations for the type of RBF‎, ‎the number of data points and the shape parameter value‎.


Keywords


Radial basis function‎; ‎Derivative-free optimization‎; ‎Trust-region framework‎; ‎Shape parameter‎; ‎Data points.

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