MOIF swMATH ID: 36989 Software Authors: Cocchi, G.; Liuzzi, G.; Papini, A.; Sciandrone, M. Description: DFL - A Derivative-Free Library - MOIF: An implicit filtering algorithm for derivative-free multiobjective optimization with box constraints. This paper is concerned with the definition of new derivative-free methods for box constrained multiobjective optimization. The method that we propose is a non-trivial extension of the well-known implicit filtering algorithm to the multiobjective case. Global convergence results are stated under smooth assumptions on the objective functions. We also show how the proposed method can be used as a tool to enhance the performance of the Direct MultiSearch (DMS) algorithm. Numerical results on a set of test problems show the efficiency of the implicit filtering algorithm when used to find a single Pareto solution of the problem. Furthermore, we also show through numerical experience that the proposed algorithm improves the performance of DMS alone when used to reconstruct the entire Pareto front. Homepage: http://www.iasi.cnr.it/~liuzzi/DFL/index.php/list3/15-multiobjective-optimization/19-moif Dependencies: Matlab Keywords: multiobjective nonlinear programming; derivative-free optimization; implicit filtering Related Software: DFMO; DFO; MultiGLODS; DiffSharp; OrthoMADS; MultiMin; ASTRO-DF; Boosters; ORBIT; UOBYQA; DGM; COBYLA2; BOBYQA; CONDOR; NEWUOA; NOMAD; ParEGO; pymoo; DFO-TRNS; GradSamp Cited in: 8 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year An implicit filtering algorithm for derivative-free multiobjective optimization with box constraints. Zbl 1400.90269Cocchi, G.; Liuzzi, G.; Papini, A.; Sciandrone, M. 2018 all top 5 Cited by 17 Authors 3 Cocchi, Guido 3 Liuzzi, Giampaolo 3 Sciandrone, Marco 1 Bigeon, Jean 1 Brás, Carmo P. 1 Coope, Ian D. 1 Custódio, Ana Luísa 1 Hare, Warren L. 1 Larson, Jeffrey 1 Le Digabel, Sébastien 1 Levato, Tommaso 1 Lucidi, Stefano 1 Menickelly, Matt 1 Papini, Alessandra 1 Salomon, Ludovic 1 Tappenden, Rachael 1 Wild, Stefan M. Cited in 5 Serials 4 Computational Optimization and Applications 1 Numerical Algorithms 1 Acta Numerica 1 Optimization Letters 1 Set-Valued and Variational Analysis Cited in 4 Fields 8 Operations research, mathematical programming (90-XX) 6 Numerical analysis (65-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year