Can MultiSimplex solve any optimization problem?
MultiSimplex is a versatile tool that can solve many optimization problems, but there are also certain limitations to be aware of. MultiSimplex assumes that the control and response variables are continuous variables. Discrete variables, that follow a meaningful scale with several steps, can often be treated as continuous. True categorical variables are however difficult to include in an optimization study with MultiSimplex and user interaction is required in every step. Excessive noise is another obstacle for a successful optimization project. Often this can be overcome with an increase in step size and/or repeated trials.
