- 1.
- Choose:
- (a)
- an intial grid over the feasible region [
*l,u*] that
signifies the degree of resolution desired (this can be refined later,
as deemed appropriate) and
- (b)
- an initial baseline design
*x*_{c} in [*l,u*] at
which *f* is known.

- 2.
- Perform an initial computer experiment:
- (a)
- select
*N* initial design sites,
- (b)
- evaluate the true objective
*f* at the initial design
sites, and
- (c)
- construct an initial approximation
*a* of *f*
based on the objective values obtained at the design sites.

- 3.
- Do until a minimizer of
*f* has been confirmed (for the
current resolution of the grid) or until the ``budget'' *V* of
evaluations has been exhausted:
- (a)
- find a candidate
*x*_{t} that minimizes *a*
on the grid and treat *x*_{t} as a site at which
*a* *predicts* a minimizer for *f* on the grid.

Evaluate *f*(*x*_{t}).
- (b)
- Update the approximation
*a* to include the objective
value *f*(*x*_{t}).
- (c)
- If
*f*(*x*_{t}) <
*f*(*x*_{c}) then let *x*_{+} =
x_{t}. Else *x*_{+} = x_{c}.
- (d)
- Repeat step 3.

** Next:** Remarks on Basic Strategy:
** Previous:** Approximations versus Models:

*Virginia Torczon*

*6/4/1998*