Journal
JOURNAL OF GLOBAL OPTIMIZATION
Volume 21, Issue 4, Pages 345-383Publisher
SPRINGER
DOI: 10.1023/A:1012771025575
Keywords
global optimization; response surface; kriging; splines
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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.
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