Efficient approximation of black-box functions and Pareto sets

G. Rennen

Efficient approximation of black-box functions and Pareto sets

G. Rennen

Econometrics and Operations Research

Research output: Thesis › Doctoral Thesis

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Abstract

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.

Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Tilburg University
Supervisors/Advisors	den Hertog, Dick, Promotor van Dam, Edwin, Promotor
Award date	20 Nov 2009
Place of Publication	Tilburg
Publisher	CentER, Center for Economic Research
Print ISBNs	9789056682392
Publication status	Published - 2009

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title = "Efficient approximation of black-box functions and Pareto sets",

abstract = "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.",

author = "G. Rennen",

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T1 - Efficient approximation of black-box functions and Pareto sets

AU - Rennen, G.

PY - 2009

Y1 - 2009

N2 - 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.

AB - 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.

M3 - Doctoral Thesis

SN - 9789056682392

T3 - CentER Dissertation Series

PB - CentER, Center for Economic Research

CY - Tilburg

ER -

Efficient approximation of black-box functions and Pareto sets

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