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5.7 Computational Cost

Count comparable work

Computational cost must include all model, derivative, optimization, recovery, and validation work:

Ttotal=Tmodel+Tderiv+Tsolve+Trestart+Tvalidation.T_{total}=T_{model}+T_{deriv}+T_{solve}+T_{restart}+T_{validation}.

One-pass sequential design is usually cheapest because it solves two restricted problems once. Iterated sequential design repeats those solves. Nested CCD multiplies outer evaluations by inner control solves, although warm starts and parallel candidate evaluations can help. Simultaneous CCD solves a larger sparse NLP and often trades memory for fewer repeated integrations.

Runtime alone is not meaningful. A method using loose defects or failed inner solves is not cheaper if its result must be rejected.

Activity 5.7: compare computational work fairly