Surrogate-Based Optimization

Surrogate-based optimization, formalized in the computer-experiments framework of Sacks et al. (1989) and popularized for engineering by Forrester et al. (2008), replaces a prohibitively expensive simulation or physical experiment with a cheap approximate model — called a surrogate or metamodel — and then optimizes that surrogate instead. The surrogate is typically a Kriging (Gaussian Process), Radial Basis Function, or polynomial response surface fitted to a small set of carefully chosen design evaluations and periodically updated as the search progresses.