An algorithm for modeling any function inside a trust region with quadratic polynomieals as outlined in: "Distributed derivative free optimization" by Giuliani UFSC 2016 which is based on A. Conn's Derivative free optimization.
The algorithm works by chosing a center point and a trust region radius around the center point. Then the set of points is completed (either with points given as input or the algorithm finds new feasible points) in such a way that the set is deemed to be 'well-poised'. See Conn's book for a definition of well-poisedness. From the set of points we can uniqueliy determine a polynomial that fits any function's values in the given points. This might prove useful for approximating functions and their derivatives whose evaluations are costly (e.g. black-box simulations).
Eigen3 library: http://eigen.tuxfamily.org/
This library is header-only so the installation is simple.
Qt5 library
Install Qt5 via terminal with: sudo apt-get install qtbase5-dev
Contact Hilmar Magnússon at hilmarmag[at]gmail.com