Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems
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 produce...
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Veröffentlicht in: | ACM transactions on mathematical software 2022-09, Vol.48 (3), p.1-34 |
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Sprache: | eng |
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Zusammenfassung: | 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. 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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ISSN: | 0098-3500 1557-7295 |
DOI: | 10.1145/3529258 |