This paper advocates the use of methods based on global approximation models for optimization problems with time-consuming function evaluations and integer variables.We show that methods based on local approximations may lead to the integer rounding of the optimal solution of the continuous...

In this paper we use Lagrange interpolation polynomials to obtain good gradient estimations. This is e.g. important for nonlinear programming solvers. As an error criterion we take the mean squared error. This error can be split up into a deterministic and a stochastic error. We analyze these...

In this paper we analyze different schemes for obtaining gradient estimates when the underlying function is noisy. Good gradient estimation is e.g. important for nonlinear programming solvers. As an error criterion we take the norm of the difference between the real and estimated gradients. This...