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4380. DMulti-MADS, a Multiobjective Algorithm for Constrained Derivative-Free Optimization
Invited abstract in session TA-37: Objective Space-Based Approaches in Multiobjective Optimization, stream Multiobjective Optimization.
Tuesday, 8:30-10:00Room: 33 (building: 306)
Authors (first author is the speaker)
| 1. | Ludovic Salomon
|
| MAGI, Polytechnique Montréal |
Abstract
The last decade has seen the development of new convergence-based derivative-free algorithms. Among them, DMulti-MADS is a direct search algorithm, which extends the single-objective algorithm MADS to multiobjective optimization. In this talk, we present recent improvements to this method, from the consideration of general inequality constraints and mixed-integer variables to the development of new search heuristics. We illustrate the performance of these new features in numerical experiments and engineering applications.
Keywords
- Programming, Multi-Objective
- Non-smooth Optimization
- Programming, Nonlinear
Status: accepted
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