
arXiv: 2204.00904
This work proposes the integration of two new constraint-handling approaches into the blackbox constrained multiobjective optimization algorithm DMulti-MADS, an extension of the Mesh Adaptive Direct Search (MADS) algorithm for single-objective constrained optimization. The constraints are aggregated into a single constraint violation function which is used either in a two-phase approach, where research of a feasible point is prioritized if not available before improving the current solution set, or in a progressive barrier approach, where any trial point whose constraint violation function values are above a threshold are rejected. This threshold is progressively decreased along the iterations. As in the single-objective case, it is proved that these two variants generate feasible and/or infeasible sequences which converge either in the feasible case to a set of local Pareto optimal points or in the infeasible case to Clarke stationary points according to the constraint violation function. Computational experiments show that these two approaches are competitive with other state-of-the-art algorithms.
blackbox optimization, Blackbox optimization, Multiple objective programming, [SPI]Engineering Sciences [physics], FOS: Mathematics, multiobjective optimization, multiple-objective programming, [MATH]Mathematics [math], Constrained optimization, Mathematics - Optimization and Control, Multi-objective and goal programming, Multiobjective optimization, derivative-free optimization, Multiple objective programming Multiobjective optimization Derivative-free optimization Blackbox optimization Constrained optimization, Derivative-free optimization, constrained optimization, 004, multi-objective optimization, Optimization and Control (math.OC), 90-05, multiple objective programming, Derivative-free methods and methods using generalized derivatives
blackbox optimization, Blackbox optimization, Multiple objective programming, [SPI]Engineering Sciences [physics], FOS: Mathematics, multiobjective optimization, multiple-objective programming, [MATH]Mathematics [math], Constrained optimization, Mathematics - Optimization and Control, Multi-objective and goal programming, Multiobjective optimization, derivative-free optimization, Multiple objective programming Multiobjective optimization Derivative-free optimization Blackbox optimization Constrained optimization, Derivative-free optimization, constrained optimization, 004, multi-objective optimization, Optimization and Control (math.OC), 90-05, multiple objective programming, Derivative-free methods and methods using generalized derivatives
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