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A Taxonomy of Global Optimization Methods Based on Response Surfaces

Abstract

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.

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Jones, D.R. A Taxonomy of Global Optimization Methods Based on Response Surfaces. Journal of Global Optimization 21, 345–383 (2001). https://doi.org/10.1023/A:1012771025575

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  • global optimization
  • response surface
  • kriging
  • splines