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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Theil H., 1971, PRINCIPLES ECONOMETR
[22]
Torn A., 1987, GLOBAL OPTIMIZATION
[23]
Zilinskas A., 1992, Journal of Global Optimization, V2, P145