Localized probability of improvement for kriging based multi-objective optimization

The paper introduces a new approach to kriging based multi-objective optimization by utilizing a local probability of improvement as the infill sampling criterion and the nearest neighbor check to ensure diversification and uniform distribution of Pareto fronts. The proposed method is computationall...

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Bibliographic Details
Main Authors: Li Yinjiang, Xiao Song, Barba Paolo Di, Rotaru Mihai, Sykulski Jan K.
Format: Article
Language:English
Published: De Gruyter 2017-12-01
Series:Open Physics
Subjects:
Online Access:https://doi.org/10.1515/phys-2017-0117
Description
Summary:The paper introduces a new approach to kriging based multi-objective optimization by utilizing a local probability of improvement as the infill sampling criterion and the nearest neighbor check to ensure diversification and uniform distribution of Pareto fronts. The proposed method is computationally fast and linearly scalable to higher dimensions.
ISSN:2391-5471