data profiles – Optimization Online

Direct Multisearch for Multiobjective Optimization

Published: 2010/06/01

Multi-Criteria Optimization data profiles, derivative-free optimization, direct search, multiobjective optimization, nonsmooth calculus, pareto dominance, performance profiles, positive spanning sets

In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective … Read more

Incorporating Minimum Frobenius Norm Models in Direct Search

Published: 2008/10/24

Ana Luisa Custódio

Luis Nunes Vicente

Humberto Rocha

Optimization Software Benchmark, Unconstrained Optimization data profiles, derivative-free optimization, direct search, generalized pattern search, minimum frobenius norm models, search step

The goal of this paper is to show that the use of minimum Frobenius norm quadratic models can improve the performance of direct-search methods. The approach taken here is to maintain the structure of directional direct-search methods, organized around a search and a poll step, and to use the set of previously evaluated points generated … Read more