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Ingrida Steponavičė, Mojdeh Shirazi-Manesh, Rob J. Hyndman, Kate Smith-Miles and Laura Villanova

In Advances in Stochastic and Deterministic Global Optimization, ed. P.M. Pardalos, A. Zhigljavsky, J. Žilinskas. Springer (2016), pp. 273–296.

Abstract
We investigate the impact of different sampling techniques on the performance of multi-objective optimization methods applied to costly black-box optimization problems. Such problems are often solved using an algorithm in which a surrogate model approximates the true objective function and provides predicted objective values at a lower cost. As the surrogate model is based on evaluations of a small number of points, the quality of the initial sample can have a great effect on the overall effectiveness of the optimization. In this study, we demonstrate how various sampling techniques affect the results of applying different optimization algorithms to a set of benchmark problems. Additionally, some recommendations on usage of sampling methods are provided.

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  Tag: experimental design

2 posts
February 29th, 2016

On sampling methods for costly multi-objective black-box optimization

Ingrida Steponavičė, Mojdeh Shirazi-Manesh, Rob J. Hyndman, Kate Smith-Miles and Laura Villanova In Advances in Stochastic and Deterministic Global Optimization, […]

August 1st, 2014

Efficient identification of the Pareto optimal set

By Ingrida Steponavičė, Rob J Hyndman, Kate Smith-Miles and Laura Villanova

Learning and Intelligent Optimization.
Lecture Notes in Computer Science, vol 8426, 341-352.

October 31st, 2013

Nonparametric and semiparametric response surface methodology: a review of designs, models and optimization techniques

Laura Villanova, Rob J Hyndman, Kate Smith-Miles, Irene Poli Abstract: Since the introduction of Response Surface Methodology in the 1950s, there […]

June 25th, 2012

A case-crossover design to examine the role of aeroallergens and respiratory viruses on childhood asthma exacerbations requiring hospitalisation: The MAPCAH study

Erbas B, Dharmage SC, O’Sullivan M, Akram M, Newbigin E, Taylor P, Vicendese D, Hyndman RJ, Tang ML, Abramson MJ. […]

July 14th, 2011

Method for optimizing coating properties based on an evolutionary algorithm approach

Davide Carta, Laura Villanova, Stefano Costacurta, Alessandro Patelli, Irene Poli, Simone Vezzu, Paolo Scopece, Fabio Lisi, Kate Smith-Miles, Rob J […]

February 8th, 2010

Functionalization of microarray devices: process optimization using a multiobjective PSO and multiresponse MARS modeling

L. Villanova, P. Falcaro, D. Carta, I. Poli, R. J. Hyndman, K. Smith-Miles 2010 IEEE Congress on Evolutionary Computation, July […]