Comparison of the criteria for updating Kriging response surface models in multi-objective optimization

Koji Shimoyama, Koma Sato, Shinkyu Jeong, Shigeru Obayashi

研究成果: Conference contribution

14 被引用数 (Scopus)

抄録

This paper compares the criteria for updating the Kriging response surface models in multi-objective optimization: expected improvement (EI), expected hypervolume improvement (EHVI), estimation (EST), and those combination (EHVI+EST). EI has been conventionally used as the criterion considering the stochastic improvement of each objective function value individually, while EHVI has been recently proposed as the criterion considering the stochastic improvement of the front of non-dominated solutions in multi-objective optimization. EST is the value of each objective function, which is estimated non-stochastically by the Kriging model without considering its uncertainties. Numerical experiments were implemented in the welded beam design problem, and empirically showed that, in a non-constrained case, EHVI keeps a balance between accurate and wide search for non-dominated solutions on the Kriging models in multi-objective optimization. In addition, the present experiments suggested future investigation into the techniques for handling uncertain constraints to enhance the capability of EHVI in a constrained case.

本文言語English
ホスト出版物のタイトル2012 IEEE Congress on Evolutionary Computation, CEC 2012
DOI
出版ステータスPublished - 2012 10 4
イベント2012 IEEE Congress on Evolutionary Computation, CEC 2012 - Brisbane, QLD, Australia
継続期間: 2012 6 102012 6 15

Other

Other2012 IEEE Congress on Evolutionary Computation, CEC 2012
国/地域Australia
CityBrisbane, QLD
Period12/6/1012/6/15

ASJC Scopus subject areas

  • 計算理論と計算数学
  • 理論的コンピュータサイエンス

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