Multi-objective generalization of probability of improvement method (in English)
A. M. Nazarenko, A. I. Pospelov, F. V. Gubarev
Procs of III International conference "Optimization and applications"OPTIMA-2013 (Montenegro, Petrovac, 22-28 September, 2013). 2013.
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