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
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AIP Conference ProceedingsDate
2019Copyright
© 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.
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American Institute of PhysicsParent publication ISBN
978-0-7354-1798-4Conference
International Global Optimization WorkshopIs part of publication
LeGO 2018 : Proceedings of the 14th International Global Optimization WorkshopISSN Search the Publication Forum
0094-243XPublication in research information system
https://converis.jyu.fi/converis/portal/detail/Publication/28972908
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Research Council of FinlandFunding program(s)
Academy Project, AoFAdditional information about funding
This research was partly funded by the Academy of Finland (grant no. 287496).License
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