# A General Stochastic Algorithmic Framework for Minimizing Expensive Black Box Objective Functions Based on Surrogate Models and Sensitivity Analysis

arXiv: https://arxiv.org/abs/1410.6271 · HTML: https://mlsanity.com/paper/1410.6271/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 Oct 2014.

## Built on by (most cited first, 5 of 5)

- [GLISp-r: A preference-based optimization algorithm with convergence guarantees](https://mlsanity.com/paper/2202.01125/) (2022)
- [Digital twins of nonlinear dynamical systems](https://mlsanity.com/paper/2210.06144/) (2022)
- [A unified surrogate-based scheme for black-box and preference-based optimization](https://mlsanity.com/paper/2202.01468/) (2022)
- [Landscape-Sketch-Step: An AI/ML-Based Metaheuristic for Surrogate Optimization Problems](https://mlsanity.com/paper/2309.07936/) (2023)
- [Vestibular reservoir computing](https://mlsanity.com/paper/2604.09943/) (2026)

## Abstract (arXiv)

We are focusing on bound constrained global optimization problems, whose objective functions are computationally expensive black-box functions and have multiple local minima. The recently popular Metric Stochastic Response Surface (MSRS) algorithm proposed by citeRegis2007SRBF based on adaptive or sequential learning based on response surfaces is revisited and further extended for better performance in case of higher dimensional problems. Specifically, we propose a new way to generate the candidate points which the next function evaluation point is picked from according to the metric criteria, based on a new definition of distance, and prove the global convergence of the corresponding. Correspondingly, a more adaptive implementation of MSRS, named "SO-SA", is presented. "SO-SA" is is more likely to perturb those most sensitive coordinates when generating the candidate points, instead of perturbing all coordinates simultaneously. Numerical experiments on both synthetic problems and real problems demonstrate the advantages of our new algorithm, compared with many state of the art alternatives.