Efficient approximation of black-box functions and Pareto sets

G. Rennen

Research output: ThesisDoctoral ThesisScientific

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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 languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Tilburg University
Supervisors/Advisors
  • den Hertog, Dick, Promotor
  • van Dam, Edwin, Promotor
Award date20 Nov 2009
Place of PublicationTilburg
Publisher
Print ISBNs9789056682392
Publication statusPublished - 2009

Fingerprint

Pareto Set
Black Box
Simulation Model
Pareto Optimal Solution
Multiobjective Optimization Problems
Approximation
Metamodel
Output

Cite this

Rennen, G. (2009). Efficient approximation of black-box functions and Pareto sets. Tilburg: CentER, Center for Economic Research.
Rennen, G.. / Efficient approximation of black-box functions and Pareto sets. Tilburg : CentER, Center for Economic Research, 2009. 219 p.
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Rennen, G 2009, 'Efficient approximation of black-box functions and Pareto sets', Doctor of Philosophy, Tilburg University, Tilburg.

Efficient approximation of black-box functions and Pareto sets. / Rennen, G.

Tilburg : CentER, Center for Economic Research, 2009. 219 p.

Research output: ThesisDoctoral ThesisScientific

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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.

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Rennen G. Efficient approximation of black-box functions and Pareto sets. Tilburg: CentER, Center for Economic Research, 2009. 219 p. (CentER Dissertation Series).