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Numerical Results for the Multi-objective Trust Region Algorithm MHT

Jana Thomann (jana.thomann***at***tu-ilmenau.de)
Gabriele Eichfelder (gabriele.eichfelder***at***tu-ilmenau.de)

Abstract: A set of 78 test examples is presented for the trust region method MHT described in J. Thomann, G. Eichfelder, A trust region algorithm for heterogeneous multi-objective optimization, 2018 (available as preprint: http://www.optimization-online.org/DB_HTML/2018/03/6495.html) . It is designed for multi-objective heterogeneous optimization problems where one of the objective functions is an expensive black-box function, for example given by a time-consuming simulation. The presence of expensive functions is artificially introduced in the test problems by defining one of the objective functions as expensive. For these test problems, numerical results are presented. As an appendix, the computation of interpolation points for model functions used in MHT is described.

Keywords: multi-objective optimization, heterogeneous optimization, test set, test problems, trust region algorithm

Category 1: Other Topics (Multi-Criteria Optimization )

Citation: Unpublished, Technische Universitšt Ilmenau, Weimarer Str. 25, 98693 Ilmenau, Germany, 08/2018

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Entry Submitted: 08/10/2018
Entry Accepted: 08/10/2018
Entry Last Modified: 01/24/2019

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