ParEGO: a hybrid algorithm with on-line landscape approximation for expensive multiobjective optimization problems

This paper concerns multiobjective optimization in scenarios where each solution evaluation is financially and/or temporally expensive. We make use of nine relatively low-dimensional, nonpathological, real-valued functions, such as arise in many applications, and assess the performance of two algori...

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Bibliographic Details
Published in:	IEEE transactions on evolutionary computation 2006-02, Vol.10 (1), p.50-66
Main Author:	Knowles, J.
Format:	Article
Language:	English
Subjects:	Algorithmics. Computability. Computer arithmetics Algorithms Applied sciences Approximation Approximation algorithms Computer science control theory systems Design and analysis of computer experiments (DACE) efficient global optimization (EGO) Evolutionary algorithms Evolutionary computation Exact sciences and technology expensive black-box functions Gaussian processes Instruments Kriging landscape approximation Landscapes Mathematical analysis Mathematical functions Mathematical models metamodels multiobjective optimization nondominated sorting genetic algorithm II (NSGA-II) Optimization Optimization methods Pareto analysis Pareto optima Pareto optimization performance assessment Performance evaluation response surfaces Search methods Searching Studies test suites Testing Theoretical computing
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