A statistical model-based algorithm for ‘black-box’ multi-objective optimisation

Antanas Žilinskas

International Journal of Systems Science, 2014, vol. 45, issue 1, 82-93

Abstract: The problem of multi-objective optimisation with ‘expensive’ ‘black-box’ objective functions is considered. An algorithm is proposed that generalises the single objective P-algorithm constructed using the statistical model of multimodal functions and concepts of the theory of rational decisions under uncertainty. Computational examples are included demonstrating that the algorithm proposed possess several expected properties.

Date: 2014
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1080/00207721.2012.702244 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:tsysxx:v:45:y:2014:i:1:p:82-93

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/TSYS20

DOI: 10.1080/00207721.2012.702244

Access Statistics for this article

International Journal of Systems Science is currently edited by Visakan Kadirkamanathan

More articles in International Journal of Systems Science from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().