Exact extension of the DIRECT algorithm to multiple objectives
Lovison, A., & Miettinen, K. (2019). Exact extension of the DIRECT algorithm to multiple objectives. In M. T. M. Emmerich, A. H. Deutz, S. C. Hille, & Y. D. Sergeyev (Eds.), LeGO 2018 : Proceedings of the 14th International Global Optimization Workshop (Article 020053). American Institute of Physics. AIP Conference Proceedings, 2070. https://doi.org/10.1063/1.5090020
Published inAIP Conference Proceedings
© 2019 Author(s).
The direct algorithm has been recognized as an efficient global optimization method which has few requirements of regularity and has proven to be globally convergent in general cases. direct has been an inspiration or has been used as a component for many multiobjective optimization algorithms. We propose an exact and as genuine as possible extension of the direct method for multiple objectives, providing a proof of global convergence (i.e., a guarantee that in an infinite time the algorithm becomes everywhere dense). We test the efficiency of the algorithm on a nonlinear and nonconvex vector function.
PublisherAmerican Institute of Physics
Parent publication ISBN978-0-7354-1798-4
ConferenceInternational Global Optimization Workshop
Is part of publicationLeGO 2018 : Proceedings of the 14th International Global Optimization Workshop
Publication in research information system
MetadataShow full item record
Related funder(s)Academy of Finland
Funding program(s)Academy Project, AoF
Additional information about fundingThis research was partly funded by the Academy of Finland (grant no. 287496).
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