Gijs Rennen
| Date of Ph.D. defense: | 20 November2009 | |
| Title of thesis: | Efficient Approximation of Black-Box Funcation and Pareto Sets | |
| ISBN: | 978 90 5668 239 2 | |
| Promotor: | Prof.dr.ir. Dick den Hertog, Prof.dr.ir. Edwin van Dam |
Abstract:
Optimization problems involving complex deterministic simulation models or dealing with multiple objectives are two classes of problems that can be very time-consuming to solve. For these problems, determining optimal or good solutions in a reasonable amount of time is a complicated task. Therefore, the central topic of this thesis is to develop and improve methods for dealing efficiently with these time-consuming optimization problems. Although the techniques to deal with these two classes of optimization problems are different, they do share one important characteristic. In both cases, the used approach involves determining an approximation of a set or function based on data points that are time-consuming to calculate.
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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