MLOS icon indicating copy to clipboard operation
MLOS copied to clipboard

Compute exact pareto volume

Open amueller opened this issue 4 years ago • 1 comments

This took me a while to figure out, but it's faster than the sampling even with a moderate amount of samples, so it might make it easier to do more elaborate computations with the Pareto volume. This includes #264 because I'm a lazy slob.

amueller avatar Nov 01 '21 23:11 amueller

Hm it doesn't work for minimization right now because I need to fix a reference point that's not 0 for that, I think? Basically this works right now for maximization and assuming both objectives are positive.

amueller avatar Nov 02 '21 01:11 amueller