On Sequential Sampling for Global Metamodeling in Engineering Design

Approximation models (also known as metamodels) have been widely used in engineering design to facilitate analysis and optimization of complex systems that involve computationally expensive simulation programs. The accuracy of metamodels is directly related to the sampling strategies used. Our goal in this paper is to investigate the general applicability of sequential sampling for creating global metamodels. Various sequential sampling approaches are reviewed and new approaches are proposed. The performances of these approaches are investigated against that of the one-stage approach using a set of test problems with a variety of features. The potential usages of sequential sampling strategies are also discussed.