Efficient approximation of black-box functions and Pareto sets

Autor: Rennen, G.
Přispěvatelé: den Hertog, Dick, van Dam, Edwin, Econometrics and Operations Research
Jazyk: angličtina
Rok vydání: 2009
Popis: In the case of time-consuming simulation models or other so-called black-box functions, we determine a metamodel which approximates the relation between the input- and output-variables of the simulation model. To solve multi-objective optimization problems, we approximate the Pareto set, i.e. the set of Pareto optimal solutions for which it is not possible to improve one objective without deteriorating another.
Databáze: OpenAIRE