A Taxonomy of Global Optimization Methods Based on Response Surfaces

by: Donald R Jones

Journal of Global Optimization, Vol. 21, No. 4. (1 December 2001), pp. 345-383.

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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.

@article{jones01, 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.}, author = {Jones, Donald R. }, citeulike-article-id = {1113155}, doi = {http://dx.doi.org/10.1023/A:1012771025575}, journal = {Journal of Global Optimization}, keywords = {optimisation, surface-de-reponse}, month = {December}, number = {4}, pages = {345--383}, posted-at = {2008-05-20 14:48:49}, priority = {0}, title = {A Taxonomy of Global Optimization Methods Based on Response Surfaces}, url = {http://dx.doi.org/10.1023/A:1012771025575}, volume = {21}, year = {2001} }

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TY - JOUR ID - jones01 L3 - citeulike-article-id:1113155 TI - A Taxonomy of Global Optimization Methods Based on Response Surfaces JF - Journal of Global Optimization VL - 21 IS - 4 SP - 345 EP - 383 N2 - 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. KW - optimisation KW - surface-de-reponse AU - Jones, Donald PY - 2001/12/01/ UR - http://dx.doi.org/10.1023/A:1012771025575 ER -

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