A Direct Multisearch Inexact Restoration Filter Method for Biobjective Optimization
Published in OPTIMIZATION 2023 - 10th edition of a series of international conferences in optimization, 2023
OPTIMIZATION 2023 - 10th edition of a series of international conferences in optimization
University of Aveiro, Aveiro, Portugal More information here
A Direct Multisearch Inexact Restoration Filter Method for Biobjective Optimization
The main objective of the Optimization 2023 conference is to bring together researchers and practitioners from different areas and backgrounds, but with common interests in Optimization. This meeting has international recognition as an important forum of discussion and exchange of ideas. It is the 10th edition of a series of international conferences in optimization organized in Portugal under the auspices of APDIO (the Portuguese Operations Research Society). The conference will take place in the University of Aveiro, July 24-26, 2023.
Abstract: We propose the integration of an inexact restoration filter approach in Direct Multisearch, to address biobjective optimization problems with general constraints. Like in any filter approach, infeasibility is addressed as an additional objective that needs to be minimized. The inexact restoration approach attempts to recover feasibility when the poll center is infeasible. We will detail the proposed algorithm, provide theoretical results on convergence of linked sequences, and report numerical experiments that state the good performance of this approach to address general constraints.
Joint work with Ana L. Custódio
Acknowledgments: This research was financially supported by Fundação para a Ciência e a Tecnologia (FCT) (Portuguese Foundation for Science and Technology) through projects UIDB/00297/2020, UIDP/00297/2020, and UI/BD/151246/2021 (Centro de Matemática e Aplicações - NOVA Math).