direct multisearch

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

  • Everton Silva
  • Ana Luisa Custódio
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , , , , ,

    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

    Using first-order information in Direct Multisearch for multiobjective optimization

  • Roberto Andreani
  • Ana Luisa Custódio
  • Marcos Raydan
    • Categories Bound-constrained Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags , , , ,

    Derivatives are an important tool for single-objective optimization. In fact, it is commonly accepted that derivative-based methods present a better performance than derivative-free optimization approaches. In this work, we will show that the same does not apply to multiobjective derivative-based optimization, when the goal is to compute an approximation to the complete Pareto front of … Read more