NDLI: DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization

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DMulti-MADS: mesh adaptive direct multisearch for bound-constrained blackbox multiobjective optimization

Content Provider	Hyper Articles en Ligne (HAL)
Author	Bigeon, Jean Le Digabel, Sébastien Salomon, Ludovic
Copyright Year	2021
Abstract	The context of this research is multiobjective optimization where conflicting objectives are present. In this work, these objectives are only available as the outputs of a blackbox for which no derivative information is available. This work proposes a new extension of the mesh adaptive direct search (MADS) algorithm to multiobjective derivative-free optimization with bound constraints. This method does not aggregate objectives and keeps a list of non dominated points which converges to a (local) Pareto set as long as the algorithm unfolds. As in the single-objective optimization MADS algorithm, this method is built around a search step and a poll step. Under classical direct search assumptions, it is proved that the so-called DMulti-MADS algorithm generates multiple subsequences of iterates which converge to a set of local Pareto stationary points. Finally, computational experiments suggest that this approach is competitive compared to the state-of-the-art algorithms for multiobjective blackbox optimization.
Related Links	https://hal.science/hal-03447078/file/dmultimads_preprint_hal.pdf
ISSN	09266003
e-ISSN	15732894
DOI	10.1007/s10589-021-00272-9
Issue Number	2
Volume Number	79
Conference Proceedings	Computational Optimization and Applications
Language	English
Publisher	HAL CCSD Springer Verlag
Publisher Date	2021-06-01
Access Restriction	Open
Subject Keyword	mesh adaptive direct search Clarke analysis Multiobjective optimization derivative-free optimization blackbox optimization Mathematics [math] Computer Science [cs]
Content Type	Text
Resource Type	Conference Proceedings
Subject	Applied Mathematics Control and Optimization Medicine Mathematics Computational Mathematics

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