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
Hauptverfasser: Chang, Tyler H., Watson, Layne T., Larson, Jeffrey, Neveu, Nicole, Thacker, William I., Deshpande, Shubhangi, Lux, Thomas C. H.
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container_end_page 34
container_issue 3
container_start_page 1
container_title ACM transactions on mathematical software
container_volume 48
creator Chang, Tyler H.
Watson, Layne T.
Larson, Jeffrey
Neveu, Nicole
Thacker, William I.
Deshpande, Shubhangi
Lux, Thomas C. H.
description 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.
doi_str_mv 10.1145/3529258
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subjects adaptive weighting schemes
algorithms
blackbox optimization
engineering design
MATHEMATICS AND COMPUTING
multiobjective optimization
optimization
response surface methodology
trust region methods
title Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems
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