derivative-free multiobjective optimization

Efficient search strategies for constrained multiobjective blackbox optimization

  • Sébastien Le Digabel
  • Antoine Lesage-Landry
  • Ludovic Salomon
  • Christophe Tribes
    • Categories Multi-Criteria Optimization, Nonlinear Optimization Tags ,

    Multiobjective blackbox optimization deals with problems where the objective and constraint functions are the outputs of a numerical simulation. In this context, no derivatives are available, nor can they be approximated by finite differences, which precludes the use of classical gradient-based techniques. The DMulti-MADS algorithm implements a state-of-the-art direct search procedure for multiobjective blackbox optimization … Read more

    A DERIVATIVE-FREE APPROACH TO CONSTRAINED MULTIOBJECTIVE NONSMOOTH OPTIMIZATION

  • Giampaolo Liuzzi
  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    In this work, we consider multiobjective optimization problems with both bound constraints on the variables and general nonlinear constraints, where objective and constraint function values can only be obtained by querying a black box. We define a linesearch-based solution method, and we show that it converges to a set of Pareto stationary points. To this … Read more