Multi-Objective Generalization of Probability of Improvement Method

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Authors:

A. M. Nazarenko, A. I. Pospelov, F. V. Gubarev

Journal:

Procs of III International conference "Optimization and applications"OPTIMA-2013 (Montenegro, Petrovac, 22-28 September, 2013). 2013.

Abstract:

Surrogate-based optimization is a prominent approach to deal with computationally intensive models. Time considerations become especially pressing in a multi-objective case. In this work we propose a new multi-objective optimization algorithm based on a generalization of probability of improvement method

Keywords: Optimization, Multi-Objective Optimization, Surrogate-Based Optimization