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A Sequential Design for Approximating the Pareto Front using the Expected Pareto Improvement Function

Bautista, Dianne Carrol Tan
http://rave.ohiolink.edu/etdc/view?acc_num=osu1237600537

Abstract Details

2009, Doctor of Philosophy, Ohio State University, Statistics.
We propose a methodology for the simultaneous optimization of multiple goal functions evaluated by a numerically intensive computer model. In a black box multiobjective problem, the goal is to identify a set of compromise solutions that provide a minimally sufficient representation of the Pareto front in the most efficient manner. To reduce the computational overhead, we adopt a surrogate-guided approach where we perform optimization sequentially via improvement. Our algorithm relies on a multivariate Gaussian process emulator which uses a novel multiobjective improvement criterion called the expected Pareto improvement function to guide the sampling of points in the Pareto efficient region. We show that the algorithm is capable of approximating the Pareto front within a computational budget.
Thomas Santner, PhD (Advisor)
Peter Craigmile, PhD (Committee Member)
William Notz, PhD (Committee Member)
190 p.
Statistics
Multiobjective optimization; simulation-based optimization; Pareto optimality; multivariate emulation; Gaussian process; expected improvement

Recommended Citations

Citations

  • Bautista, D. C. T. (2009). A Sequential Design for Approximating the Pareto Front using the Expected Pareto Improvement Function [Doctoral dissertation, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1237600537

    APA Style (7th edition)

  • Bautista, Dianne Carrol. A Sequential Design for Approximating the Pareto Front using the Expected Pareto Improvement Function. 2009. Ohio State University, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=osu1237600537.

    MLA Style (8th edition)

  • Bautista, Dianne Carrol. "A Sequential Design for Approximating the Pareto Front using the Expected Pareto Improvement Function." Doctoral dissertation, Ohio State University, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=osu1237600537

    Chicago Manual of Style (17th edition)

osu1237600537
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© 2009, all rights reserved.
This open access ETD is published by The Ohio State University and OhioLINK.