Seminar 21st October 2010 4 p.m. University of Southampton, Building 2, Room 3041
DMS - Direct Multisearch for Multiobjective Optimization
A. Ismael F. Vaz
University of Minho, Portugal
- Web page
- http://www.norg.uminho.pt/aivaz/binaries/Slides/southampton10_sli.pdf
- Categories
- Optimisation
- Submitter
- Petrina Butler
A. Ismael F. Vaz, University of Minho, Portugal
It will be presented by A. Ismael F. Vaz from the University of Minho, Portugal, a guest of Joerg Fliege.
Abstract
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 functions. Our framework is inspired by the search/poll paradigm of direct-search methods of directional type and uses the concept of Pareto dominance to maintain a list of nondominated points (from which the new iterates or poll centers are chosen). The aim of our method is to generate as many points in the Pareto front as possible from the polling procedure itself, while keeping the whole framework general enough to accommodate other disseminating strategies, in particular when using the (here also) optional search step. DMS generalizes to multiobjective optimization (MOO) all direct-search methods of directional type.
Two by-products of this contribution are (i) the development of a collection of test problems for MOO and (ii) the extension of performance and data profiles to MOO, allowing a comparison of several solvers on a large set of test problems, in terms of their efficiency and robustness to determine Pareto fronts.
Contact
Katarzyna (Kasia) Bijak CORMSIS Facilitator School of Management/School of Mathematics University of Southampton Highfield Campus Southampton Tel: +44 (0)23 8059 8964 www.cormsis.soton.ac.uk