A Taxonomy of Global Optimization Methods Based on Response Surfaces

Journal of Global Optimization

Volumn 21, Issue 4, 2001, Pages 345-383

  Jones, Donald R ^a  

^a GENERAL MOTORS CORPORATION   (United States)

Author keywords

Global optimization; Kriging; Response surface; Splines

Indexed keywords

EID: 0035577808     PISSN: 09255001     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012771025575     Document Type: Article

References (22)

1. th Aerospace Sciences Meeting & Exhibit, January 2000. AIAA Paper 2000-0841.
2. th AIAA / USAF / NASA / ISMMO Symposium of Multidisciplinary Analysis & Optimization, September 2000. Available on CD-ROM from the AIAA at http://www.aiaa.org.
3. Booker, A. J. Examples of surrogate modeling of computer simulations. Presented at the ISSMO/NASA First Internet Conference on Approximations and Fast Reanalysis in Engineering Optimization, June 14-27, 1998. Conference abstract available at http://www.blarg.net/~mandoid/webcon/. Full text in pdf format available by sending email to andrew.j.booker@boeing.com.
4. Booker, A. J., Dennis, J.E. Jr., Frank, P.D., Serafini, D.B., Torczon, V. and Trosset M.W. (1999). A rigorous framework for optimization of expensive functions by surrogates. Structural Optimization, 17, 1-13.
5. Cox, D. D and John S. (1997). SDO: A statistical method for global optimization. In N. Alexandrov, and M.Y. Hussaini, editors, Multidisciplinary Design Optimization: State of the Art, 315-329. SIAM, Philadelphia.
6. Dennis, J.E. Jr. and Torczon, V. (1991). Direct search methods on parallel machines. SIAM Journal of Optimization, 1, 448-474.
7. L.C.W. Dixon and G.P. Szego (1978). The global optimisation problem: an introduction. In L.C.W. Dixon and G.P. Szego, editors, Towards Global Optimisation 2, 1-15. North Holland, New York.
8. d optimization when probes are expensive: the GROPE algorithm. Proceedings of the 1992 IEEE International Conference on Systems, Man, and Cybernetics, Vol. 1, 577-582, Chicago.
9. Gutmann, H.M. (2001). A radial basis function method for global optimization. Journal of Global Optimization, 19(3) pp. 201-227.
10. Jones, D.R., Schonlau, M. and Welch W.J. (1998). Efficient global optimization of expensive black-box functions. Journal of Global Optimization, 13, 455-492.
11. J. Koehler and A. Owen. (1996). Computer experiments. In S. Ghosh and C.R. Rao, editors, Handbook of Statistics, 13: Design and Analysis of Experiments, 261-308. North Holland, New York.
12. H.J. Kushner (1964). A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise. Journal of Basic Engineering, 86, 97-106.
13. M. Locatelli (1997). Bayesian algorithms for one-dimensional global optimization. Journal of Global Optimization 10, 57-76.
14. J. Mockus. Application of Bayesian approach to numerical methods of global and stochastic optimization. Journal of Global Optimization, 4, 347-365, 1994.
15. C. Perttunen (1991). A computational geometric approach to feasible region division in constrained global optimization. Proceedings of the 1991 IEEE Conference on Systems, Man, and Cybernetics.
16. J. Sacks, W. J. Welch, T.J. Mitchell, and H. P. Wynn (1989). Design and analysis of computer experiments (with discussion). Statistical Science 4, 409-435.
17. thAIAA / USAF / NASA / ISMMO Symposium of Multidisciplinary Analysis & Optimization, September 2000. AIAA Paper 2000-4921.
18. Schonlau, M., Welch, W.J. and Jones, D.R. Global versus local search in constrained optimization of computer models. In N. Flournoy, W.F. Rosenberger, and W.K. Wong, editors, New Developments and Applications in Experimental Design, Institute of Mathematical Statistics. Also available as Technical Report RR-97-11, Institute for Improvement in Quality and Productivity, University of Waterloo, Waterloo, Ontario, CANADA, December 1997.
19. B.E. Stuckman (1988). A global search method for optimizing nonlinear systems. IEEE Transactions on Systems, Man, and Cybernetics 18, 965-977.
20. Theil, H. (1971). Principles of Econometrics. John Wiley, New York.
21. Torn, A. and Zilinskas, A. (1987). Global Optimization, Springer, Berlin.
22. A. Zilinskas (1992). A review of statistical models for global optimization. Journal of Global Optimization 2, 145-153.