Derivative-based
|
Very efficient for convex functions |
Sensitive to starting point; trapped by local maxima; sensitive to noise |
Differential evolution/random forests
|
Insensitive to starting point; able to identify global maxima in complex landscapes; reports multiple high scoring solutions; less sensitive to noise; easily parallelizable; less computationally expensive |
Inefficient for simple, convex functions |
Model reduction
|
Efficient for computationally expensive models; reduced model has clear physical interpretation |
Requires high fidelity reduced model; no general procedure for model reduction |
Statistical surrogate
|
Efficient for computationally expensive models; surrogate can be constructed automatically |
Many model evaluations required to construct surrogate; surrogate has no physical interpretation |