Asymmetric quadratic landscape approximation model

This work presents an asymmetric quadratic approximation model and an ε-archiving algorithm. The model allows to construct, under local convexity assumptions, descriptors for local optima points in continuous functions. A descriptor can be used to extract confidence radius information. The ε-archiving algorithm is designed to maintain and update a set of such asymmetric descriptors, spaced at some given threshold distance. An in-depth analysis is conducted on the stability and performance of the asymmetric model, comparing the results with the ones obtained by a quadratic polynomial approximation. A series of different applications are possible in areas such as dynamic and robust optimization. © 2014 ACM.