A Taxonomy of Global Optimization Methods Based on Response Surfaces
- Cite this article as:
- Jones, D.R. Journal of Global Optimization (2001) 21: 345. doi:10.1023/A:1012771025575
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This paper presents a taxonomy of existing approaches for using response surfaces for global optimization. Each method is illustrated with a simple numerical example that brings out its advantages and disadvantages. The central theme is that methods that seem quite reasonable often have non-obvious failure modes. Understanding these failure modes is essential for the development of practical algorithms that fulfill the intuitive promise of the response surface approach.