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Global versus local search in constrained optimization of computer models

Matthias Schonlau, +2 more
- Vol. 34, pp 11-25
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The article was published on 1998-01-01 and is currently open access. It has received 430 citations till now. The article focuses on the topics: Guided Local Search & Iterated local search.

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Efficient Global Optimization of Expensive Black-Box Functions

TL;DR: This paper introduces the reader to a response surface methodology that is especially good at modeling the nonlinear, multimodal functions that often occur in engineering and shows how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule.
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Taking the Human Out of the Loop: A Review of Bayesian Optimization

TL;DR: This review paper introduces Bayesian optimization, highlights some of its methodological aspects, and showcases a wide range of applications.
Journal ArticleDOI

A Taxonomy of Global Optimization Methods Based on Response Surfaces

TL;DR: This paper presents a taxonomy of existing approaches for using response surfaces for global optimization, illustrating each method with a simple numerical example that brings out its advantages and disadvantages.
Journal ArticleDOI

Review of Metamodeling Techniques in Support of Engineering Design Optimization

TL;DR: This work reviews the state-of-the-art metamodel-based techniques from a practitioner's perspective according to the role of meetamodeling in supporting design optimization, including model approximation, design space exploration, problem formulation, and solving various types of optimization problems.
References
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Journal ArticleDOI

A simplex method for function minimization

TL;DR: A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the (n 41) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point.
Book

Statistics for spatial data

TL;DR: In this paper, the authors present a survey of statistics for spatial data in the field of geostatistics, including spatial point patterns and point patterns modeling objects, using Lattice Data and spatial models on lattices.
Journal ArticleDOI

A comparison of three methods for selecting values of input variables in the analysis of output from a computer code

TL;DR: In this paper, two sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies and they are shown to be improvements over simple sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.
Journal ArticleDOI

5. Statistics for Spatial Data

TL;DR: Cressie et al. as discussed by the authors presented the Statistics for Spatial Data (SDS) for the first time in 1991, and used it for the purpose of statistical analysis of spatial data.
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