Figure 4.

Progress of sample optimization runs of the three studied optimization algorithms on the two-dimensional Michalewicz function. Phoenics proposed a total of three samples per batch, which were then evaluated in parallel. Each sample was suggested based on a particular value of the exploration parameter λ ∈ {−1, 0, 1}. Left panels illustrate the parameter points proposed at each optimization iteration while right panels depict the achieved objective function values. Depicted points are more transparent at the beginning of the optimization and more opaque toward the end. Starting points for the optimization runs are drawn as black squares.