Optimization Online


On the use of polynomial models in multiobjective directional direct search

Ana Luisa Custodio(alcustodio***at***fct.unl.pt)
Carmo P. Bras(mb***at***fct.unl.pt)

Abstract: Polynomial interpolation or regression models are an important tool in Derivative-free Optimization, acting as surrogates of the real function. In this work we propose the use of these models in a multiobjective framework, namely the one of Direct Multisearch. Previously evaluated points are used to build quadratic polynomial models, which are minimized in an attempt of generating nondominated points of the true function, defining a search step for the algorithm. Numerical results state the competitiveness of the proposed approach.

Keywords: Multiobjective optimization, derivative-free optimization, direct search methods, quadratic polynomial interpolation and regression, minimum Frobenius norm models.

Category 1: Nonlinear Optimization


Download: [PDF]

Entry Submitted: 08/02/2019
Entry Accepted: 08/02/2019
Entry Last Modified: 08/02/2019

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society