A new direct search method based on separable fractional interpolation model

In this paper, we propose a new separable fractional interpolation model which can be established by 2n interpolation points where n is the number of variables. Based on this model, a new direct search method is presented. In this method, a new iterate is determined by solving the fractional interpolation model in trust region. Under mild assumptions, the convergence results of this method are given and proved. Numerical experiments show that the new method is promising.