Derivative-Free Multiobjective Trust Region Descent Method Using Radial Basis Function Surrogate Models

We present a local trust region descent algorithm for unconstrained and convexly constrained multiobjective optimization problems. It is targeted at heterogeneous and expensive problems, i.e., problems that have at least one objective function that is computationally expensive. Convergence to a Pare...

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Bibliographic Details
Main Authors: Manuel Berkemeier, Sebastian Peitz
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/26/2/31