A Taxonomy of Global Optimization Methods Based on Response Surfaces

  • Authors:
  • Donald R. Jones

  • Affiliations:
  • General Motors Corporation, Mail Code 480-305-200, 6440 East 12 Mile Road, Warren, MI 48090, USA (e-mail: don.jones@gm.com)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2001

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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.