In this article, a novel derivative-free (DF) surrogate-based trust region optimization approach is proposed. In the proposed approach, quadratic surrogate models are constructed and successively updated. The generated surrogate model is then optimized instead of the underlined objective function over trust regions. Truncated conjugate gradients are employed to find the optimal point within each trust region. The approach constructs the initial quadratic surrogate model using few data points of order O(n), where n is the number of design variables. The proposed approach adopts weighted least squares fitting for updating the surrogate model instead of interpolation which is commonly used in DF optimization. This makes the approach more suitable for stochastic optimization and for functions subject to numerical error. The weights are assigned to give more emphasis to points close to the current center point. The accuracy and efficiency of the proposed approach are demonstrated by applying it to a set of classical bench-mark test problems. It is also employed to find the optimal design of RF cavity linear accelerator with a comparison analysis with a recent optimization technique. | RF cavity design exploiting a new derivative-free trust region optimization approach
