Efficient Global Optimization of Expensive Black-Box Functions

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Summary

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.

Type
article
Published
1998-12-01
Cited by
6,080
References
37

Keywords

Mathematical optimization, Exploit, Mathematics, Global optimization, Sampling (signal processing)

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