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Details of talk

TitleExpensive Black-Box Optimisation
PresenterKate Smith-Miles (The University of Melbourne)
Author(s)Kate Smith-Miles
SessionOperations Research and Optimisation
Time13:00:00 2017-09-26
Abstract


How do we find the optimal solution for a constrained multiobjective
optimisation problem when we have no analytical expression for the objective
functions, and very limited function evaluations within the huge search space
due to the expense of measuring the objective functions? This talk will describe
a common practical optimisation problem found in many industrial settings with
these challenges, and introduce some methods for expensive black-box
optimisation. Finally, we will address the question of performance evaluation of
such methods by generating new test instances with controllable characteristics.