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Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems

Chang, Tyler H.·Watson, Layne T.·Larson, Jeffrey·Neveu, Nicole·Thacker, William I.·Deshpande, Shubhangi·Lux, Thomas C. H.
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Abstract

VTMOP is a Fortran 2008 software package containing two Fortran modules for solving computationally expensive bound-constrained blackbox multiobjective optimization problems. VTMOP implements the algorithm of [32], which handles two or more objectives, does not require any derivatives, and produces well-distributed points over the Pareto front. The first module contains a general framework for solving multiobjective optimization problems by combining response surface methodology, trust region methodology, and an adaptive weighting scheme. The second module features a driver subroutine that implements this framework when the objective functions can be wrapped as a Fortran subroutine. Lastly, support is provided for both serial and parallel execution paradigms, and VTMOP is demonstrated on several test problems as well as one real-world problem in the area of particle accelerator optimization.

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97 MATHEMATICS AND COMPUTINGadaptive weighting schemesalgorithmsblackbox optimizationengineering designmultiobjective optimizationoptimizationresponse surface methodologytrust region methods

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BibTeXRIS

Chang, Tyler H., Watson, Layne T., Larson, Jeffrey, Neveu, Nicole, Thacker, William I., Deshpande, Shubhangi, Lux, Thomas C. H.. 2022-09-10. Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems. https://doi.org/10.1145/3529258

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