A taxonomy of global optimization methods based on response surfaces

被引:1484
作者
Jones, DR [1 ]
机构
[1] GM Corp, Warren, MI 48090 USA
关键词
global optimization; response surface; kriging; splines;
D O I
10.1023/A:1012771025575
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
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.
引用
收藏
页码:345 / 383
页数:39
相关论文
共 23 条
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