performance profiles – Optimization Online

Aries: A Three-Segment Path for Solving Trust-Region Subproblems

Published: 2026/10/30

Trust-region methods are fundamental to nonlinear optimization, but solving the trust-region subproblem exactly can be computationally expensive. This paper proposes Aries, a three-segment path approximation that extends the classical dogleg path while retaining comparable per-iteration work. We state the assumptions under which the usual trust-region sufficient-decrease argument applies and describe an adaptive rule for selecting … Read more

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