Tyler Chang, Layne T. Watson

Abstract

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.

People

Tyler Chang


Layne T. Watson


Publication Details

Date of publication:
September 10, 2022
Journal:
ACM Transactions on Mathematical Software
Page number(s):
1-34
Volume:
48
Issue Number:
3
Publication note:

Tyler H. Chang, Layne T. Watson, Jeffrey Larson, Nicole Neveu, William I. Thacker, Shubhangi G. Deshpande, Thomas C. H. Lux: Algorithm 1028: VTMOP: Solver for Blackbox Multiobjective Optimization Problems. ACM Trans. Math. Softw. 48(3): 36:1-36:34 (2022)