Multi-objective optimization using statistical models
From MaRDI portal
Recommendations
- Multiple Objective Optimization Problems in Statistics
- A statistical model-based algorithm for `black-box' multi-objective optimisation
- Robust multiobjective portfolio optimization: A minimax regret approach
- Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models
- Bi-objective decision making in global optimization based on statistical models
Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 3390199 (Why is no real title available?)
- A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
- A new scalarization and numerical method for constructing the weak Pareto front of multi-objective optimization problems
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Adaptive weighted sum method for multiobjective optimization: a new method for Pareto front generation
- An Adaptive Scalarization Method in Multiobjective Optimization
- An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method
- An evolutionary approach to construction of outranking models for multicriteria classification: the case of the ELECTRE TRI method
- Comparison of multi-objective optimization methodologies for engineering applications
- Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis
- Direction choice for accelerated convergence in hit-and-run sampling
- Effective implementation of the \(\varepsilon \)-constraint method in multi-objective mathematical programming problems
- Evolutionary Algorithms for Solving Multi-Objective Problems
- Generation of efficient frontiers in multi-objective optimization problems by generalized data envelopment analysis.
- IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
- Inferring robust decision models in multicriteria classification problems: an experimental analysis
- Linear programming with multiple objective functions: Step method (stem)
- Markov chains for exploring posterior distributions. (With discussion)
- Multi-objective optimization using evolutionary algorithms
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- Nonlinear multiobjective optimization
- On scalarizing functions in multiobjective optimization
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
- Preference disaggregation and statistical learning for multicriteria decision support: A review
- Quantitative parametric connections between methods for generating noninferior solutions in multiobjective optimization
- Robust discrete optimization and its applications
- Robust multiobjective portfolio optimization: A minimax regret approach
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
- Scalarizations for adaptively solving multi-objective optimization problems
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- Solving discrete multi-objective optimization problems using modified augmented weighted Tchebychev scalarizations
- Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms
- Using simulation methods for bayesian econometric models: inference, development,and communication
Cited in
(9)- A statistical multivariable optimization method using improved orthogonal algorithm based on large data
- Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions
- Efficient multiobjective optimization employing Gaussian processes, spectral sampling and a genetic algorithm
- Feature information prediction algorithm for dynamic multi-objective optimization problems
- Optimization models for cloud seeding network design and operations
- MOMCMC: an efficient Monte Carlo method for multi-objective sampling over real parameter space
- Multiple Objective Optimization Problems in Statistics
- Bayesian emulation for multi-step optimization in decision problems
- Methods for constrained optimization of expensive mixed-integer multi-objective problems, with application to an internal combustion engine design problem
This page was built for publication: Multi-objective optimization using statistical models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1728516)
