Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization

Journal of Global Optimization

Volumn 60, Issue 3, 2014, Pages 575-594

  Couckuyt, Ivo ^a   Deschrijver, Dirk ^a   Dhaene, Tom ^a  

^a GHENT UNIVERSITY   (Belgium)

Author keywords

Expected improvement; Gaussian process; Hypervolume; Kriging; Multiobjective optimization; Probability of improvement

Indexed keywords

COST FUNCTIONS; EVOLUTIONARY ALGORITHMS; INTERPOLATION; PARETO PRINCIPLE;

CONFLICTING OBJECTIVES; EXPECTED IMPROVEMENTS; GAUSSIAN PROCESSES; HYPERVOLUME; KRIGING; MULTIOBJECTIVE EVOLUTIONARY ALGORITHMS; PARETO OPTIMAL SOLUTIONS; SURROGATE-BASED OPTIMIZATION;

MULTIOBJECTIVE OPTIMIZATION;

EID: 84920706570     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-013-0118-2     Document Type: Article

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