I am working with BOBYQA Algorithm for optimisation issues. I have a question about the efficiency of this algorithm and how to set the right parameters. Bobyqa is based on trust region and for this purpose one needs to set a number of interpolated value to approximate the function with quadratic formula. It is strongly recommended to choose this number between n+2 and 2n+1. I have some difficulties to see how to choose the right one. I have a problem with 9 unknown and I select empirically the best number. I have also noticed that this parameter could dramatically increase calculation time. If someone can share his own experience with this algorithm, it would be helpful.
Thanks
