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Multi-Objective optimization based on the Kriging metamodel. Important functions: mkm() (builder for the multiobjective models), MVPF() (sequential minimizator using variance reduction), MEGO() (generalization of ParEgo) and HEGO() (minimizator using the expected hypervolume improvement). References are Passos and Luersen (2018) doi:10.1590/1679-78254324.
github.com/coldfir3/moko | |
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