Next: Remarks on Basic Strategy:
Previous: Approximations versus Models:
- 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
- an initial baseline design xc in [l,u] at
which f is known.
- Perform an initial computer experiment:
- select N initial design sites,
- evaluate the true objective f at the initial design
- construct an initial approximation a of f
based on the objective values obtained at the design sites.
- 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:
- find a candidate xt that minimizes a
on the grid and treat xt as a site at which
a predicts a minimizer for f on the grid.
- Update the approximation a to include the objective
- If f(xt) <
f(xc) then let x+ =
xt. Else x+ = xc.
- Repeat step 3.