STK_EXAMPLE_MISC04 Pareto front simulation DESCRIPTION We consider a bi-objective optimization problem, where the objective functions are modeled as a pair of independent stationary Gaussian processes with a Matern 5/2 anisotropic covariance function. Figure (a): represent unconditional realizations of the Pareto front and and estimate of the probability of being non-dominated at each point of the objective space. Figure (b): represent conditional realizations of the Pareto front and and estimate of the posteriorior probability of being non-dominated at each point of the objective space. EXPERIMENTAL FUNCTION WARNING This script uses the stk_plot_probdom2d function, which is currently considered an experimental function. Read the help for more information. REFERENCE [1] Michael Binois, David Ginsbourger and Olivier Roustant, Quantifying uncertainty on Pareto fronts with Gaussian Process conditional simu- lations, European J. of Operational Research, 2043(2):386-394, 2015. See also: stk_plot_probdom2d
Package: stk