Adaptive nested Monte Carlo approach for multi-objective efficient global optimization - Xu, Shengguan; Tan, Jianfeng; Zhang, Jiale; Chen, Hongquan; Gao, Yisheng (Journal of global optimization, 2025)
Keywords: Adaptive algorithms; Algorithms; Complexity; Computer Science; Global optimization; Hypercubes; Mathematical analysis; Mathematics; Mathematics and Statistics; Monte Carlo simulation; Multiple objective analysis; Operations Research/Decision Theory; Optimization; Real Functions; Expected hypervolume improvement; Monte Carlo method; Multi-objective optimization; Efficient global optimization