An Inexact Restoration Direct Multisearch Filter Approach to Multiobjective Constrained Derivative-free Optimization

Direct Multisearch (DMS) is a well-established class of methods for multiobjective derivative-free optimization, where constraints are addressed by an extreme barrier approach, only evaluating feasible points. In this work, we propose a filter approach, combined with an inexact feasibility restoration step, to address constraints in the DMS framework. The filter approach treats feasibility as an … Read more

Integral Global Optimality Conditions and an Algorithm for Multiobjective Problems

In this work, we propose integral global optimality conditions for multiobjective problems not necessarily differentiable. The integral characterization, already known for single objective problems, are extended to multiobjective problems by weighted sum and Chebyshev weighted scalarizations. Using this last scalarization, we propose an algorithm for obtaining an approximation of the weak Pareto front whose effectiveness … Read more