GPareto

MaRDI QIDQ40425swMATHCRANFDO

Authors Mickael Binois

Last update 26 January 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 1.1.7, 1.0.0, 1.0.1, 1.0.2, 1.0.3, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4.1, 1.1.4, 1.1.6, 1.1.8

Official website https://cran.r-project.org/web/packages/GPareto/index.html

Source code repository https://github.com/cran/GPareto

Description

Gaussian process regression models, a.k.a. Kriging models, are applied to global multi-objective optimization of black-box functions. Multi-objective Expected Improvement and Step-wise Uncertainty Reduction sequential infill criteria are available. A quantification of uncertainty on Pareto fronts is provided using conditional simulations.

Cited in

(17)

• Expected improvement for expensive optimization: a review
• DiceDesign
• KrigInv
• mco
• STK
• pso
• GAMA
• DiceEval
• GPGame
• goalprog
• BOCK
• moko
• Li-BIM
• SOMPY
• Kriging metamodels-based multi-objective shape optimization applied to a multi-scale heat exchanger
• scientific article; zbMATH DE number 7306856 (Why is no real title available?)
• A Bayesian approach to constrained single- and multi-objective optimization

This page was built for software: GPareto