A Taxonomy of Global Optimization Methods Based on Response Surfaces |
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Authors: | Donald R. Jones |
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Affiliation: | (1) General Motors Corporation, Mail Code 480-305-200, 6440 East 12 Mile Road, Warren, MI 48090, USA |
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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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Keywords: | global optimization response surface kriging splines |
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