Adaptive nested Monte Carlo approach for multi-objective efficient global optimization

DOI10.1007/S10898-024-01442-9MaRDI QIDQ7008125zbMATH OpenFDO

Authors Sheng-Guan Xu, Jianfeng Tan, Jia-Le Zhang, H. Q. Chen, Yisheng Gao

Publication date 24 March 2025

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-024-01442-9

zbMATH Keywords

efficient global optimizationexpected hypervolume improvementMonte Carlo methodmulti-objective optimization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonconvex programming, global optimization (90C26) Multi-objective and goal programming (90C29)

Cites work

• A box decomposition algorithm to compute the hypervolume indicator
• Algorithmic construction of optimal symmetric Latin hypercube designs.
• Approximating the least hypervolume contributor: NP-hard in general, but fast in practice
• Efficient global optimization of expensive black-box functions
• Fast hypervolume approximation scheme based on a segmentation strategy
• scientific article; zbMATH DE number 1975103 (Why is no real title available?)
• scientific article; zbMATH DE number 1438352 (Why is no real title available?)
• Improved quick hypervolume algorithm
• Nash game based efficient global optimization for large-scale design problems
• Solving Stackelberg equilibrium for multi objective aerodynamic shape optimization

This page was built for publication: Adaptive nested Monte Carlo approach for multi-objective efficient global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7008125)