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MultiGLODS: global and local multiobjective optimization using direct search

dc.contributor.authorCustódio, A. L.
dc.contributor.authorF. Aguillar Madeira, José
dc.date.accessioned2018-10-22T09:25:17Z
dc.date.available2018-10-22T09:25:17Z
dc.date.issued2018-10
dc.description.abstractThe optimization ofmultimodal functions is a challenging task, in particular when derivatives are not available for use. Recently, in a directional direct search framework, a clever multistart strategy was proposed for global derivative-free optimization of single objective functions. The goal of the current work is to generalize this approach to the computation of global Pareto fronts for multiobjective multimodal derivative-free optimization problems. The proposed algorithm alternates between initializing new searches, using a multistart strategy, and exploring promising subregions, resorting to directional direct search. Components of the objective function are not aggregated and new points are accepted using the concept of Pareto dominance. The initialized searches are not all conducted until the end, merging when they start to be close to each other. The convergence of the method is analyzed under the common assumptions of directional direct search. Numerical experiments show its ability to generate approximations to the different Pareto fronts of a given problem.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationCUSTÓDIO, A. L.; MADEIRA, J. F. A. – MultiGLODS global and local multiobjective optimization using direct search. Journal of Global Optimization. ISSN 0925-5001. Vol. 72, N.º 2 (2018), pp. 323-345pt_PT
dc.identifier.doihttps://doi.org/10.1007/s10898-018-0618-1pt_PT
dc.identifier.issn0925-5001
dc.identifier.issn1573-2916
dc.identifier.urihttp://hdl.handle.net/10400.21/8952
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherSpringerpt_PT
dc.relation.publisherversionhttps://link.springer.com/content/pdf/10.1007%2Fs10898-018-0618-1.pdfpt_PT
dc.subjectGlobal optimizationpt_PT
dc.subjectMultiobjective optimizationpt_PT
dc.subjectMultistart strategiespt_PT
dc.subjectDirect search methodspt_PT
dc.subjectNonsmooth calculuspt_PT
dc.titleMultiGLODS: global and local multiobjective optimization using direct searchpt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage345pt_PT
oaire.citation.issue2pt_PT
oaire.citation.startPage323pt_PT
oaire.citation.titleJournal of Global Optimizationpt_PT
oaire.citation.volume72pt_PT
person.familyNameMadeira
person.givenNameJose Firmino Aguilar
person.identifier.ciencia-id6F1E-DCF0-D6EC
person.identifier.orcid0000-0001-9523-3808
person.identifier.ridN-6918-2016
person.identifier.scopus-author-id7003405549
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublicationd495619a-a6ab-4ff5-8e70-3a1351f934dc
relation.isAuthorOfPublication.latestForDiscoveryd495619a-a6ab-4ff5-8e70-3a1351f934dc

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