1. A method for evaluating a subterranean reservoir, the method comprising: (a) constructing a proxy model from a set of sampling points such that the proxy model approximates a simulation output of a reservoir model; (b) selecting at least one new sampling point from a location associated with a surface non-linearity of the proxy model; (c) updating the set of sampling points by adding the at least one new sampling point; (d) refining the proxy model using the updated set of sampling points; (e) repeating steps (b) through (d) until the proxy model satisfies a predetermined stopping criterion; and (f) utilizing the refined proxy model to evaluate the subterranean reservoir.