Localized probability of improvement for Kriging based multi-objective optimization

Li, Yinjiang, Xiao, Song, Rotaru, Mihai and Sykulski, Jan (2017) Localized probability of improvement for Kriging based multi-objective optimization. 18th International Symposium on Electromagnetic Fields in Mechatronics, Electrical and Electronic Engineering, Lodz University of Technology, Lodz, Poland. 14 - 16 Sep 2017. 2 pp .

Record type: Conference or Workshop Item (Paper)

Abstract

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.

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ISEF_2017_digest_final - Accepted Manuscript

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Accepted/In Press date: 16 May 2017

Published date: 14 September 2017

Venue - Dates: 18th International Symposium on Electromagnetic Fields in Mechatronics, Electrical and Electronic Engineering, Lodz University of Technology, Lodz, Poland, 2017-09-14 - 2017-09-16

Keywords: Kriging, Multi-Objective Optimization, Pareto front, Surrogate-based optimization

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