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DTSTART:20231029T030000
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UID:calendar.27559.field_data.0@www.diag.uniroma1.it
DTSTAMP:20240528T105553Z
CREATED:20231204T124737Z
DESCRIPTION:AbstractDirect Multisearch (DMS) is a class of methods for mult
iobjective derivative-free optimization that has a well-established conver
gence analysis and competitive computational implementations\, being often
used as benchmark for new algorithms or in practical applications. From a
theoretical point of view\, DMS was developed for continuous optimization
with general constraints\, using an extreme barrier approach where only f
easible points are evaluated. In this work\, we propose the integration of
an inexact restoration filter approach in DMS\, to address optimization p
roblems with general constraints. Like in any filter approach\, violations
of the relaxable constraints are addressed as an additional objective tha
t needs to be minimized. The inexact restoration approach attempts to reco
ver feasibility when the poll center is infeasible. Under mild assumptions
\, we prove that the so-called DMS-FILTER-IR algorithm generates feasible
and/or infeasible subsequences of iterates that converge to either a Paret
o stationary point\, in the feasible case\, or to a Pareto stationary poin
t for the problem that only considers the unrelaxable constraints\, potent
ially serving as a Pareto stationary point of the original problem\, in th
e infeasible case. We will detail the proposed algorithm\, provide theoret
ical results on convergence\, and report numerical experiments that state
the good performance of this approach to address multiobjective problems w
ith general constraints.
DTSTART;TZID=Europe/Paris:20231213T110000
DTEND;TZID=Europe/Paris:20231213T110000
LAST-MODIFIED:20231204T125456Z
LOCATION:Aula A3\, via Ariosto 25
SUMMARY:Prof. Everton J. Silva: An Inexact Restoration Direct Multisearch F
ilter Approach to Constrained Optimization - Prof. Everton J. Silva
URL;TYPE=URI:https://www.diag.uniroma1.it/node/27559
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