In poker, a player declares “all in” when he decides to bet all of his remaining chips on the cards in his hand. He then waits nervously while the remaining cards are dealt, knowing that he will soon either win big or lose all of his chips (“go bust”).
A similar gamble occurs when you apply some optimization approaches based on Design of Experiments (DOE) concepts. In this case, the actual objective function being minimized is evaluated at a predetermined set of design points. Then, a simple approximation of the objective function is developed by fitting an analytical function to these points. This approximate function is often called a response surface (also a surrogate function). The optimization search is then performed on the response surface, because evaluations of this simpler function are usually much quicker than evaluations of the actual objective function.
However, by defining all of your design evaluations ahead of time (going “all in”), you are risking that the corresponding response surface may not accurately represent the true objective function. If the surface fit is not accurate enough, then searching the response surface may not really give you the optimal design. In fact, it is common for an inaccurate response surface to completely mislead the optimization search, resulting in a very poor solution. So, while an accurate response surface could yield an optimized solution at lower cost than some other optimization approaches, a poorly fit surface may yield no useful results at all (you’ll “go bust”). Continue reading
Multi means “many” or “multiple.” Multidisciplinary design optimization (MDO) has become popular largely because it allows engineers to optimize over many different disciplines at the same time.
The first is the development of mental shortcuts, or heuristics, which allow us to make snap judgments, often correctly. For example, our intuition tells us that blurry objects are farther away than clear ones. This is often a helpful assumption, except that on foggy mornings, a car in front of you may be much closer than intuition tells you it is.
I have a great idea for a new reality adventure television series.
So, what is causing smart people to form this opinion? I believe there are four types of experiences that cause people to lose faith in optimization:
Consider the consequences of maximizing iteration throughput for a typical manual design process. Let’s assume a simple, but familiar, scenario in which each iteration involves the following steps:
FOR THE MOST EFFICIENT AND FASTEST SERVICE
First, the purpose of optimization is to minimize a function. The intent is not a meager reduction, but absolute minimization. This seems pretty stingy, but in a useful way.

High school tryouts. College recruiting. Pro draft day. At every level of athletics, coaches face a tough pre-season decision. Select player A, a better than average athlete who has worked diligently for many years to maximize his potential under the tutelage of top coaches. Or choose player B, whose present skill level is not quite as high but who has greater raw athletic ability, is coachable and has real potential to be a superstar – a trait that coaches call “upside.”