Surrogate-Based Optimization

Abstract

In this chapter, the surrogate-based optimization (SBO) paradigm is formulated. We discuss SBO on a generic level, including the optimization flow, fundamental properties of the SBO process, and typical ways of constructing the surrogate. We emphasize a distinction between function approximation and physics-based surrogates as well as discuss the issues of exploration and exploitation of the design space in the context of SBO.