14–17 Mar 2016
Darmstadtium
Europe/Amsterdam timezone
"Orbiting Towards the Future"

MOSQP: an SQP Type Method for Constrained Multiobjective Optimization

Not scheduled
20m
Darmstadtium

Darmstadtium

Schloßgraben 1, 64283 Darmstadt, Germany
Oral presentation at the conference

Speaker

Prof. Fliege Joerg (University of Southampton)

Description

We propose an SQP type method for constrained nonlinear multiobjective optimization. The proposed algorithm maintains a list of nondominated points that is improved both for spread along the Pareto front and optimality by solving single-objective constrained optimization problems. We provide numerical results for some trajectory optimisation problems as well as for a test set of unconstrained and constrained multiobjective optimization problems. The numerical results confirm the superiority of the proposed algorithm against a state-of-the-art multiobjective solver, either in the quality of the approximated Pareto front or in the computational effort necessary to compute the approximation. Moreover, we discuss convergence to local optimal Pareto points under appropriate differentiability assumptions
Applicant type First author

Primary author

Prof. Fliege Joerg (University of Southampton)

Co-author

Prof. A. Ismael Vaz (Universidade do Minho)

Presentation materials