Non‐parametric measure approximations for constrained multi‐objective optimisation under uncertainty
M. Rivier,
N. Razaaly,
P.M. Congedo
Abstract:In this article, we propose non‐parametric estimations of robustness and reliability measures approximation error, employed in the context of constrained multi‐objective optimisation under uncertainty (OUU). These approximations with tunable accuracy permit to capture the Pareto front in a parsimonious way, and can be exploited within an adaptive refinement strategy. First, we illustrate an efficient approach for obtaining joint representations of the robustness and reliability measures, allowing sharper discr… Show more
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