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Direct multisearch for multiobjective optimization
Custódio, A. L.; Madeira, J. F. A.; Vaz, A. I. F.; Vicente, L. N.In practical applications of optimization it is common to have several conflicting objective functions to optimize. Frequently, these functions are subject to noise or can be of black-box type, preventing the use of derivative-based techniques. We propose a novel multiobjective derivative-free methodology, calling it direct multisearch (DMS), which does not aggregate any of the objective functions. Our framewor...
Optimizing radial basis functions by D.C. programming and its use in direct sea...
Le Thi, Hoai An; Vaz, A. I. F.; Vicente, L. N.In this paper we address the global optimization of functions subject to bound and linear constraints without using derivatives of the objective function. We investigate the use of derivative-free models based on radial basis functions (RBFs) in the search step of direct-search methods of directional type. We also study the application of algorithms based on difference of convex (d.c.) functions programming to ...
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