A Multicriteria Generalization of Bayesian Global Optimization
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Publication:2958623
DOI10.1007/978-3-319-29975-4_12zbMath1355.90071OpenAlexW2548304608MaRDI QIDQ2958623
Kaifeng Yang, Michael Emmerich, A. H. Deutz, Hao Wang, Carlos M. Fonseca
Publication date: 3 February 2017
Published in: Advances in Stochastic and Deterministic Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-29975-4_12
Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Nonconvex programming, global optimization (90C26)
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Uses Software
Cites Work
- Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization
- Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
- Efficient global optimization of expensive black-box functions
- Theory of the hypervolume indicator
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