268. A Direct Multisearch Approach (DMS) for Many-Objective Derivative-Free Optimization
Invited abstract in session WC-1: Advances in Multiobjective and Bilevel Optimization without Derivatives, stream Zeroth and first-order optimization methods.
Wednesday, 14:00-16:00Room: B100/1001
Authors (first author is the speaker)
| 1. | Everton Silva
|
| Mathematics, NOVA School of Science and Technology | |
| 2. | Ana Luisa Custodio
|
| Dept. Mathematics, Universidade Nova de Lisboa |
Abstract
DMS was originally developed for continuous constrained multiobjective derivative‐free optimization, with a general number of objective function components. Still, its performance was never tested for problems with more than three objectives. We propose DMS-Reduction, a variant that uses reduction methods, such as sketching techniques and correlation approaches, to reduce the number of objective function components and related variables to be addressed at each iteration. We detail the algorithmic structure and report promising numerical results in tackling many-objective optimization problems.
Keywords
- Derivative-free optimization
- Multi-objective optimization
- Black-box optimization
Status: accepted
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