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