A Radial Basis Function-Based Optimization Algorithm with Regular Simplex Set Geometry in Ellipsoidal Trust-Regions

Algorithm 2

Trust-region algorithm with fully linear property.

(1)	choose , , and
(2)	for do
(3)	construct fully linear model valid in
(4)	if then
(5)	if is fully linear in then
(6)	stop
(7)	else
(8)	set and
(9)	end if
(10)	else
(11)	solve sub-problem (3) to obtain
(12)	evaluate and compute through (4)
(13)	update and according to (5) and (6)
(14)	end if
(15)	end for
(16)	return