Computing 3-D expected hypervolume improvement and related integrals in asymptotically optimal time

DOI10.1007/978-3-319-54157-0_46MaRDI QIDQ5215919zbMATH OpenOpenAlexFDO

Authors Kaifeng Yang, Michael Emmerich, A. H. Deutz, Carlos M. Fonseca

Publication date 13 February 2020

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1887/59342

zbMATH Keywords

time complexityexpected hypervolume improvementefficient global optimizationprobability of improvementsurrogate-assisted multi-criterion optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

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(10)

• A portfolio approach to massively parallel Bayesian optimization
• Efficient multiobjective optimization employing Gaussian processes, spectral sampling and a genetic algorithm
• Expected improvement for expensive optimization: a review
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• A multicriteria generalization of Bayesian global optimization
• A study on many-objective optimization using the Kriging-surrogate-based evolutionary algorithm maximizing expected hypervolume improvement
• Targeting solutions in Bayesian multi-objective optimization: sequential and batch versions
• MVMOO: mixed variable multi-objective optimisation
• Bayesian optimization
• Pointwise expected hypervolume improvement for expensive multi-objective optimization

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